1) incinediary grenades... what's the use of aliens being vulnerable to fire if you don't have fire weapons? (apart from the flamethrower and the fire rocket)
2) more incinediary weapons; the flamethrower just doesn't make the cut since it's range is waay to short to be of any use, and the rocket launcher costs too much to use; so, maybe you could come up with some more fiery weapons OR alternate ammo for some weapons ? like incinediary plasma/ion for instance, something like the floaters have.
2*) a fire weapon based tank would be nice

3) a helmet slot... i don't even know how to equip it, so i'm just holding it in the belt and hoping it works (looks like it does though) so maybe you could add a helmet slot and make some more items that goes there, like night vision which gives improved sight range in night missions, a scope vision and other kinds of stuff that improves your sight range or aiming...
4) alternate ammo; why is the rocket launcher the only weapon that has alternative ammo types ? some AP, Fire or Acid alternate ammo won't hurt (the tricky part is figuring out where to put them, i agree with that)
5) altho i like the main base concept, it sometimes bothers me that the only strikeforce/manufacture/research base i have and i can use is my main base... an "expert mode" option could be toggled that makes all bases act as a main base (i wouldn't mind having to transfer the soldiers/research material from the main base though)
6) soldier recruting/sacking; a very missed option indeed

7) an expansion featuring the terror from the deep scene; underwater bases, underwater recoveries and underwater-exclusive missions (like chasing a sub or a downed ufo, give it some though); then when starting a new game it would be cool if you could choose to deal with the land, the sea or both

8) more weapon functionalities, like setting a laser rifle to stun mode OR a grenade to timed mode... in any case, it would be nice to be able to set the grenade to explode on hit or after it's timer goes off...
9) if number 8 gets ditched - then just put in timed and proximity grenades and maybe a grenade launcher (lighter than the rocket launcher, one-handed, has to be loaded with actual grenades or a derived ammo, in any case something that would be able to launch those statis grenades very far and accurately

10) a scouting/perception stat that would influence how well or far you see? why couldn't strength and aiming be used for tossing grenades as well ?
11) psy attacks maybe? i don't really miss it much though...
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hmm, that's all i could think of right now... maybe some of this stuff is overkill/exagerating a bit, but i think they would be a nice addition and that they would make the game somewhat complete

i'll be glad to hear some discussions on this since i guess half of the population playing this game are old UFO/XCOM veterans

EDIT:
12) motion sensors (could be a helmet thing) and hyper-wave decoders... please, we (or i at least) really need to know what types of alliens are on the vessel (their mission would be nice too) and how many there are; i'm sick of sending rookies on scout missions only to get half-beaten by inqusitors (which i couldn't even hurt with my current laser weaponry); a bunch of rookies with lasers and two plasma grenades each can handle vipons with ease, they take 3 shots to kill, but the same bunch can't even scratch the inquisitors if you catch my drift....
personally, the things i'd like to see the most are numbers (sorted by prority): 12, 1, 2, 3, 4, 10...