Would be great if diplomacy was more in depth. For instance...

Let us decide if our vassals can go to war. Or have it setup so that our vassal can request to go to war, and if we dont approve the request there is a good chance they go independent.

Give us the option to send money and food to AI (friend,foe). As a bribe, gift, etc. Would also be nice to send supplies to other players who are in the game with us.

Give us the option to change settings so that we can make endless games really endless. I use a mod called true endless speed, and it changes research costs as well as a few other things like era star requirements. Without it I find all game speeds way too quick to enjoy each era. I like having multiple wars in each era. It really lets the game shine and lets you have fun without racing to the end!

EDIT - Would also be nice to have the option to prevent some cultures from being available. If there are a couple of overpowered cultures or maybe a person just doesn't like something about a specific culture, the player could prevent the AI from choosing them. 

This would also grant you the ability to force specific culture paths to fight against each other!