I’m still a very huge fan of the original Civilization, and I think that a lot of the features they added (like Religion) have added complexity without really improving on the core game-play experience.
One thing I would like to see, which many people would probably consider dumbing down, would be for certain elements of the economy to manage themselves; as they do in real life. For example, if you’re in a capitalist economy the portion of production you (the government) has is greatly reduced but the citizens of a city will build things or develop technologies they need for their own profit. To a certain extent you can take this kind of game-play to new heights and organizations that are (supposedly) smaller than countries (like religions, corporations, etc.) grow in power and actually can influence the game.