Religion: I beg you to read this one http://en.wikipedia.org/wiki/Zoroastrianism for example - there is should be no difference between world and ethnic religions in spreading (many neo-pagan religions exist today) unless religion is marked as such, so that division between religion and ethnicity is blurred as in Judaism. For e. roman paganism is rooted in greek paganism, just like anglicanism in christianity. religious model should be more complex, and should allow crtain diplopatic actions in era of kings, protecting religious minority in another empire for example as basis for war. Alliances should be made and broken easily, maybe lasting for one war so that something like war of spanish succession can be modeled and could appear in real game, with all dynastic clashes and so on. Annexation of enemy teritory 9or so much of it) should regularly trigger alliances of scared naighbours ready for landgrabbing (they e. support valid dynasty in Persia as an excuse for attack, or may we say defence also).
Every military unit up to modern times should be provisioned with food either on home soil or abroad (if in war) and it costs population. they should be upgradeable always with modern weaponry if such exists, or their training level improved. If you don't have enough military naval vessels to transport overseas, you should be able to pay mechants or even another nation to transport them (Crusades and Venetians), BTW combat must be different than in civ. There should be cities, but also every other square in city radius should automatically make villages and towns, now why? Up to geneva convention it was normal for an army to rob, rape enslave and kill, commit atrocities among enemy population. raiding parties could be built on purpose only for that, to harass enemy border lands (and you should be able, just like Ai, to blame such action on brigands). Speaking of them, up to modern times they should be able to appear, pacts made with them (for money or office for example) etc. Also,during start you must be surrounded with hostile barbarian tribes and either expand or negotiate with their leaders, just like AI. that means several "civs" or advanced tribes with organized state, and many more who, if isolated, may never research enough and remain tribes up to modern times, if left alone. they could become new civs by researching 'hereditary rule" or something like that, but very slowly. They may know some techs even "civ" has not e. iron working, archery, horseback riding. technology "trading" is silly. technology should spread with commerce unless "classified" by player or AI (iron Working, Gunpowder, Nuclear Fission). All 3 were historically 9or are today) classified, e. Iron working was reserved for upper castes in Assyrian Empire. research on classified techs could be slower, or for techs depending on them (as only minority of loyal sciencists know actual know-how). Civ 3 and Civ 4 are total crap, are are not modeling neither states nor combat nor diplomacy correctly. Combat is rarely focused on cities, but on land and resources that are nearby, and since WWII on destruction of enemy army. Siege combat is nonexistent (and history teaches us that defenders in a siege could win even against army fivefold their number).
Well maybe I want utopia I want historical accuracy, Civ with Caesar, Lords of the realm and Europa Universalis.