I'd love them to ditch the stupid design of "when your main story ends, you can't continue playing". First time around they were just milking people for money and DLC, second time around they just told us "fuck you altogether".
As a result (one I was expecting before I even played the game when I heard they were pulling that shit again), I still haven't actually finished the game. I played it for a while, doing all the side things, but never wanted to do the final mission cause I knew it'd just end the game for me. Sure I could reload an old save to keep playing, but really, sod that, I don't want to have to rewind a story when we're talking about an open world game here.
Eventually I reinstalled Windows and I can't be bothered installing the game again just to do that one final mission - I did the main storyline so long ago that I don't really give much of a damn about it, especially considering I went ahead and killed Caesar, along with everyone else in his camp.
That aside what I want in the next game is an alternative to companions - don't get me wrong, companions are great. I had a lot of fun with some of them. However, I prefer having the option to go on my own, both for the roleplaying reasons (lone sniper) and not having to worry about their inevitably stupid AI (even if the AI is awesome, I just don't wanna deal with it sometimes... and AI is never awesome).
Would love to see a perk that gave you a bonus for being without a companion, simply activated only when you're solo (it's very easily doable, Fallout 3 had a mob with such a skill iirc). I can deal with the lack of damage and stuff (although some bonus would be nice there), but what I really find impossible to make up is how much loot I can carry.
F: NV gives you the option of going with 2 companions. Now, it's been a while since I last played, but as far as I can remember, they carry something between 150-250 pounds each, so when you're going with two companions, they can carry some 300-500 pounds of stuff, almost none of which is used by them (non-humanoids don't use weapons/ammo and Boon had a decent enough rifle which doesn't take up space and has infinite invisible ammo). That's a LOT of carrying capacity to give up and just having a perk to mitigate some of that loss would go a long way to me enjoying the game a hell of a lot more, especially with the Hardcore mode on (extra weight from food/water/ammo exasperates the issue and dying companions with absolutely shitty AI and health are a pain in the arse).