I'm looking forward to improvements to the lethality of combat, and hopefully the responsiveness. I'm not sure if other people have this issue (I've admittedly not checked too carefully) but when I click to swing my sword, it just feels sluggish. Not in the "I'm swinging a big-ass sword, and it'll take a while" sort of way, more in the "Why is my sword not swinging yet... Ok, there it goes. Damn, he moved." sort of way.
I'd also like improvements to the marriage system. As in, some reason for it to exist. The complete and utter lack of interaction with one's spouse is such an immersion killer right now. I mean, I'm not expecting 20 hours worth of Bioware-styled romance dialogue here, but I'd like SOMETHING. Marrying a person with the personality of a mannequin feels somewhat creepy to me.
And finally, I'd like a mod that just generally re-balances the magic. For instance, in the destruction magic tree, anything that isn't fire is generally useless outside of a few very specific circumstances. And even under those circumstances (like using lightning to drain a mage's magicka) the options aren't that useful. Most of the time the target dies before you drain his/her magic pool, meaning that it's better to go with the cheaper-to-cast and does-more-damage fire spell in the first place. Non-combat spells are similar, sticking you with a handful of useful spells and cluttering up your magic menu with a whole ton of crap that will never, ever be useful(without a clever modder, in any case).