Oh this is far to easy. How about a goal besides 'Catch them all' or 'Become the Pokémon Master'. Or hell, if you're going to let me become the Pokémon Master at least have it mean something. Okay so great I beat the Elite Four and the current Master, but what I just get to go home as if nothing ever happened? How about letting me be the Master and have random powerful trainers challenge my title every now and then?
Oh and transportation: why the fuck am I riding a bloody push bike when I've got a Rapidash? Seriously it'd be so much cooler to see your overworld avatar darting around on a Pokémon.
Also HMs need to become redundant. They serve no purpose other than allowing the use of obstacles for story progression and their role could easily be filled with Pokémon traits or key items. Say, got a Scyther but don't want it to have shitty CUT for a move? Well one of its traits lets it cut things down!
I have far too many complaints about this stale series to put into one post. I bloody love Pokémon, it's one of my favourite long running franchises but its been stagnating for a while and needs freshening up.
EDIT
Also yes, I get that it's a classic turn based RPG that requires stragey and thinking... but honestly couldn't it be a bit more exhillerating? I always thought that a real time battle system would be awesome for Pokémon.
Imagine it in an arena similar to Pokémon Stadiums arenas. Instead of choosing your move you get you control your Pokémon fully and each button is mapped to a move. Say it's on the next Nintendo console and it has a classic Gamecube layout. You'd move around with the analog stick, attack with A, B, X and Y, dodge with L and R (to varying success), switch out with Z. I always thought that Pokémon would be better with more involvement in the actual battles.