Currently, there doesn't appear to be a way to recruit the "ultra endgame" troops unless you have a high reputation with the faction they're with. Some method of doing this, if not already implemented, when creating your own empire would be awesome. Perhaps a way of choosing what race of empire you wish to be when starting your rule, and a high cost to change this at a later point, rather than having to pay a price in time and money for each individual village, castle and town.
Removal of morale penalties from risen undead troops. Mummies are intelligent, free willed undead, so it is acceptable to have them abandon at times, if things are going badly. However, Shadows, Zombies and Skeletons are risen from your power and linked to you, so they shouldn't grumble about the party being too large, or suffering too many losses. To quote How to Be a Villain, by Neil Zawacki:
"The undead require very little maintenance and rarely demand a salary or benefits. What they lack in speed and agility they more than make up for in persistence and can-do attitude. You won't hear any sass or whining from the undead! Since the victims themselves are transformed into walking undead, these henchmen are a smart investment that will grow your organization even when you are busy with other tasks."
Unique buildings for towns based on the race that rules them would also be amazing. Some examples I can think of:
Necropolis: (Mummy) Raises basic undead units every week, adding them to the garrison. Can be configured for masses of level 1 units, such as zombies or skeletons, or a few advanced units, such as later tier mummies or shadows.
Gunsmith's Forge: (Dwarf) Enables advanced firearm units to be trained directly in the town, separate from the Recruit Units menu. Allows better firearms to be purchased from the town it was created in.
Temple of the Damned: (Any race, though extremely expensive, and lowers relation with "good" factions) Allows demon units to be recruited, in fairly small numbers. Possible method of getting demons to be recruitable aside from signing them up from your prison list. Requires a sacrifice of imprisoned units to function, giving a return based on the level of prisoners consumed. No more ransom brokers needed!
Assassin's Guild: (Drow) Allows you to hire and send out "hit squads," or parties that seek out a specific target and attempt to eliminate them. If unable to complete the mission, they may refund a portion of gold used. Very small random chance to have the party return and attempt to kill you instead.
Bank: (Any) Gives an income boost based on the prosperity of the town. Functions similarly to the Gnomish bank in the Four Ways Inn, if not explicitly linked to it and any other constructed banks.
Barracks: (Native Races, possibly in lesser forms for others) Gives a considerable boost to automatically training any units in the garrison. A way to ensure that the native races aren't completely neglected from selection as a base for your empire. Requires additional upkeep as training costs.
Some of the things from Floris I would love to see added (especially as someone who almost always attempts to initiate his own rule at some point):
Patrols. Initiated from either a new recruitable NPC, or the existing companion appointed, they would help keep your land clear of the annoying, tiny bandit stacks that wreck your economy en masse in the late game.
Town Recruiting/Training. Similar to the above, it sends out a messenger of sorts who gathers troop of the type you chose, then returns them to the castle/town. Once there, you can pay a weekly fee for a trainer to spend some time leveling up these new units.
Bandit Heroes. Or some other method of congregating the large number of bandit stacks into larger ones, causing them to become a much more serious threat if left unchecked. I recently ran by the Khergit Khanate with a 200 or so stack of my own units, and the number of 10-30, uncatchable steppe bandits was extremely annoying.
Troop tree report. The ability to see the equipment, stats and cost of each portion of the troop progression from the Reports screen. Not essential, just useful if you end up planning an army, especially for the new races.
(For Ransom Brokers) Sell all prisoners. A quick way to simply sell off any prisoners in your inventory. If possible, a way to pay the broker on a weekly basis to stay in a town of your choosing.