[P]aradox
Recruit

Just writing things down as I think of them.
Caravans: Have caravans act as traveling merchants. Being able to buy from them would be great if you just want to get some food, a new horse, and maybe they could carry some weapons and armor as well.
New weapons:
Ball and chain - Carry it loose, hold down attack to start swinging it, and release to hit. The longer you hold, the more damage it does, but like bows if you hold too long it slows again. The ultimate crushing weapon.
Sling - A blunt projectile weapon that can be reloaded on horseback. Stones for ammo.
Bastard swords - How about a one-handed carry option as well?
Flail - Good against groups, can also disarm.
Polearms - Why can't I couch my lance across my horse? Jousting was done with the shield arm on the opponent's side and the lance aimed across. You should be able to couch on either side.
Friendly/Neutral/Enemy heroes: Right now you're the only guy traveling the lands who actually has a name. If there were other small armies with heroes leading them, it'd be much more interesting. Instead of just being mad at the Swadians for killing your knights, you've got a vendetta out for Sir Demitrus the Blackhearted. You may not intervene in a battle between Dark Hunters and Vaegir troops - but wait, that's Lord Ampolos, who saved your bacon from sea raiders a long time ago.
Tournaments: This is where other heroes would really shine. A town can announce a tournament that will take place on, say, Day 50. You and other heroes travel there for the games - the town offers a base amount for the purse as well as entrance fees from everyone (so the more popular it is, the more money offered). It would include:
Lists - Find out who you'll be facing, and what your current ranking is.
Jousting - Unhorse your opponent to win. If you kill his horse, you're disqualified. The winner gets his opponent's horse and armor, which his opponent can ransom back. The person who wins all the jousts gets the purse.
Archery - Ground competition at different distances, and a horse archery competition where you have to hit a target from a certain distance while at full speed. Winner of each also gets a purse.
Melee - A group of competitors in a free for all. The last man standing wins the purse.
Personal town/keep: I'm sure this has been covered before. Your own castle, at which you can train men, raise recruits, tax the peasants. However you'd also be able to call a tournament, which would raise your standing in the world. The bigger the purse you offer, the more people will come. A good opportunity to make new alliances as well.
Sounds: Armor-specific sound. When you wear cloth, rustling; leather, creaking; chainmail, clinking; plate mail, clanking. Doesn't have to be loud, I just think it should be there. When I'm riding out in full armor and I hear the clippity-clop of my horse, I think I should also be clanking like a boiler room.
Prestige items: A warhorn to increase troop effectiveness. An accounting book to keep track of money (earn more from trading/slavery). When you join one side you could get a signet ring; if you lose it, you may not be recognized, or if you find one on an enemy you may pass for one of their own. Basically items other than armor/weapons that improve your character. They could even be things just to make your character look cooler.
Followers: NPCs who aren't fighters. A healer to improve troop recovery. A smith to fix weapons. A slaver to increase capacity. A trader to get better prices from merchants. People who get attracted by your growing power/purse and join you. Basically they increase stats just by being there.
Barding: Instead of just having built-in horse armor, be able to buy armor for the horse yourself. After all, your horse is probably your most important item.
New battlefields: A simple plain would be nice, something without hills or valleys. Just two armies facing each other.
Earn suffixes/prefixes: Gain a sir in front of your name or "the mighty"/"the renown"/"the brave"/etc after it. Could be given on completing a certain mission or on defeating a certain number of enemy armies.
At taverns: Option to rest until healed/rest until party is healed.
Caravans: Have caravans act as traveling merchants. Being able to buy from them would be great if you just want to get some food, a new horse, and maybe they could carry some weapons and armor as well.
New weapons:
Ball and chain - Carry it loose, hold down attack to start swinging it, and release to hit. The longer you hold, the more damage it does, but like bows if you hold too long it slows again. The ultimate crushing weapon.
Sling - A blunt projectile weapon that can be reloaded on horseback. Stones for ammo.
Bastard swords - How about a one-handed carry option as well?
Flail - Good against groups, can also disarm.
Polearms - Why can't I couch my lance across my horse? Jousting was done with the shield arm on the opponent's side and the lance aimed across. You should be able to couch on either side.
Friendly/Neutral/Enemy heroes: Right now you're the only guy traveling the lands who actually has a name. If there were other small armies with heroes leading them, it'd be much more interesting. Instead of just being mad at the Swadians for killing your knights, you've got a vendetta out for Sir Demitrus the Blackhearted. You may not intervene in a battle between Dark Hunters and Vaegir troops - but wait, that's Lord Ampolos, who saved your bacon from sea raiders a long time ago.
Tournaments: This is where other heroes would really shine. A town can announce a tournament that will take place on, say, Day 50. You and other heroes travel there for the games - the town offers a base amount for the purse as well as entrance fees from everyone (so the more popular it is, the more money offered). It would include:
Lists - Find out who you'll be facing, and what your current ranking is.
Jousting - Unhorse your opponent to win. If you kill his horse, you're disqualified. The winner gets his opponent's horse and armor, which his opponent can ransom back. The person who wins all the jousts gets the purse.
Archery - Ground competition at different distances, and a horse archery competition where you have to hit a target from a certain distance while at full speed. Winner of each also gets a purse.
Melee - A group of competitors in a free for all. The last man standing wins the purse.
Personal town/keep: I'm sure this has been covered before. Your own castle, at which you can train men, raise recruits, tax the peasants. However you'd also be able to call a tournament, which would raise your standing in the world. The bigger the purse you offer, the more people will come. A good opportunity to make new alliances as well.
Sounds: Armor-specific sound. When you wear cloth, rustling; leather, creaking; chainmail, clinking; plate mail, clanking. Doesn't have to be loud, I just think it should be there. When I'm riding out in full armor and I hear the clippity-clop of my horse, I think I should also be clanking like a boiler room.
Prestige items: A warhorn to increase troop effectiveness. An accounting book to keep track of money (earn more from trading/slavery). When you join one side you could get a signet ring; if you lose it, you may not be recognized, or if you find one on an enemy you may pass for one of their own. Basically items other than armor/weapons that improve your character. They could even be things just to make your character look cooler.
Followers: NPCs who aren't fighters. A healer to improve troop recovery. A smith to fix weapons. A slaver to increase capacity. A trader to get better prices from merchants. People who get attracted by your growing power/purse and join you. Basically they increase stats just by being there.
Barding: Instead of just having built-in horse armor, be able to buy armor for the horse yourself. After all, your horse is probably your most important item.
New battlefields: A simple plain would be nice, something without hills or valleys. Just two armies facing each other.
Earn suffixes/prefixes: Gain a sir in front of your name or "the mighty"/"the renown"/"the brave"/etc after it. Could be given on completing a certain mission or on defeating a certain number of enemy armies.
At taverns: Option to rest until healed/rest until party is healed.