Open World - More use of a proper world map. None of this "oh, but you are on the world map all the time, sort of like in FFXI!" crap. I want to see the world, particularly when I'm flying around on a spaceship. Bring back FFVII/VIII style world map movement. I love world map exploration rather than field map exploration, and I feel that this should be more significant, at least on some level.

Subplot options - In FFVII, small things would affect the storyline. You could go on dates depending on how you'd spoken to other characters, who you used in your party, etc. This should continue. Your characters should build relationships with one another based on your actions. This could allow for what I see as the "best of both worlds" when it comes to romance subplots - You don't want romance in your game? Choose the non-flirty options, don't have deep conversations with the other characters, etc. You want romance? Do the opposite. Which brings me on to...

More options in conversation - Bioware do this brilliantly and I think it would go a long way for SE to bring back a more personal feel to the main character. I'm not sure if this can be done effectively with voice acting that they have these days, but if you look at how Mass Effect combined the ideas of multiple conversations, voice acting and actions/choices resulting in differing storylines while still keeping the same primary plot.

Better minigames - More chocobo breeding/riding and other such things which require time, effort, preferrably tactics/strategy of some sort and give suitably useful rewards. That don't involve, you know, fighting. Because we obviously have the game itself for that.

Random battles - I know a lot of you dislike this but the least they could do is set it up so that you don't see the monster miles away and can be surprise-attacked like it would be in the real world.

Grand Scale - Following on from the world map thing, it should never be a matter of nations, but always the entire world.

Multiple worlds - Might be going overboard on this end but they've gone to the moon before, and in FFVII you went into space, too. Why not two worlds? It would be a pretty neat twist to have this hidden until release during a major game and for you only to be able to get to the second world halfway through, or something. Then you have a whole new place to explore! Mwahaha! Okay, I'm done with my map/world/exploration begging.

Less kiddy characters - PLEASE, FOR THE LOVE OF GOD.