My favourite features:
1. Fog of war
2. Seasons
3. Supply system for armies
4. Playable sieges (FoG2)
5. Playable naval battles (Mare Nostrum)
6. Scouts or spies (without any bullshit/fantasy abbilities, only for scouting and spotting)
7. Different battle types (ambushes,joining reinforcments, prepared defense...)
8. Family tree
And for Field of Glory: Empires 2

9. More deatiled and bigger map that allow armies to choose different paths in a region rather than "jumping" from region to region
10. A better graphics for top end PC wouldn't hurt