Pedestrianized streets
Particularly in dense city centers. It would be nice to be able to build pedestrian-only streets. Additionally, homes shouldn't have to touch a street in order to be occupied. I liked this aspect of Sim City 3000. Unfortunately, in SC4, a zoned lot won't be developed into anything if it doesn't touch a street. SC 3000 was more pedestrian friendly. SC4 is pretty pedestrian-unfriendly. I understand if a major industrial or commcercial development needs to touch a street, but this shouldn't be a requirement for low or medium density residential buildings, as long as a road is at least nearby. In SC3000, a lot can become a home if a road is at least nearby, it doesn't have to physically touch. They should bring that feature back.
The ability to make more than one building historical with a single click
I'd love to be able to easily make an entire block or a group of buildings historical, rather than spend a lot of time doing it individually. Or...even better...if I can manipulate the game settings and request that certain buildings are automatically rendered as historical whenever and wherever they pop up. (If I can actualy do this in SC4, I'd love for anyone to PM me on how to do this).
More transit options
I want trams/streetcars. Several cities have 'em in real life. SC4 doesn't.
Mixed-use zoning and mixed-use buildings
I'd love to be able to zone a lot as both commercial and residential. I'd like to see buildings that have both residential and commercial functions. Like in real life cities: a building with businesses (shops, restaurants, bars, cafes, offices) on the first floor, and apartments in the rest of the building.
Rail overpasses
I want to avoid railroad crosses as much as possible by building rail overpasses over roads.
Diagonal streets and buildings that pop up or can be plopped diagonnaly
As in real cities.