Everything I could think of has already been said, but whatever. Affirmation and all that.
Too much Final Fantasy, and not enough Legend of Dragoon. (Not thatFF is bad or anything, I've played nearly all of them through). But LoD needs a sequel or a prequel or something, frankly I don't care, as long as I get to hear Rose kill things.
Battlefront 3, absolutely. And on the Star Wars theme, add a new Republic Commando (with co-op multiplayer - maybe even open world, like Borderlands?) and another KotoR.
Mirror's Edge 2 would be amazing.
World in Conflict 2, that's a great idea.
WE NEED A GAME STUDIO TO BE WRITING THESE DOWN, COME ON!
I don't want to sound whiney, but how about a BETTER sequel to Supreme Commander? One that didn't ruin everything?
Age of Mythology 2 would be the greatest RTS sequel of all time. As would Impossible Creatures 2.
I SAW SINGULARITY, AND I CAN'T AGREE MORE. Unfortunately, the ending was sort of... closed-ended, so... meh, I don't care. GIVE ME MORE.
Freelancer would be nice, but with Star Citizen on the horizon I guess it won't matter.
A real Rise of Nations sequel, like Mhmh said. Rise of Legends was a totally different game.
I don't even need to mention Half Life. It saddens me too much.
There's definitely heaps of other stuff too, I just can't think of them all. Too many under appreciated games... or just too many bad games getting sequels over all the good ones. Take a year or two away from Generic "Realistic" Action Shooter #53 and make something with a bit of quality, guys. Plenty of good ideas and worlds and universes to be expanded on.