I'd like to see a single player RPG set in the Warhammer 40,000 universe.
You start as a boy on a Space Marine recruitment world (exactly which Space Marine chapter would be up to the player when they started the game). After being selected as a candidate, the first few hours of the game are spent undergoing the perilous trials and painful surgical implants. Fast forward a bit and your character is given their first deployment as a Space Marine Scout. As you consistently overcome the odds fighting various aliens, mutants and heretics, you rise through the ranks, obtaining a full set of power armor and tackling tougher assignments.
Depending on how you specialize your character's combat skills, you become part of a Tactical, Assault, or Devastator Squad. Eventually, you're given the option to become even more specialized if you so wish, giving you the option to become an Apothecary, Chaplain, or Techmarine (perhaps even a Librarian if you have the psyker "gift.") Depending on your choices, you may eventually rise up the ranks to become a Brother-Captain of a company, a Force Commander, a Terminator, or even the hallowed rank of Chapter Master if certain criteria are met.
Given how many cool enemy factions there would be to fight, I'd leave it up to the player to decide which ones to pursue. There would be a galaxy map similar to that in Mass Effect, with various hot-spots to pursue. Want to stop the latest Chaos incursion at the Cadian Gate? By all means. Want to fight the Ork Waaagh at Armageddon? that's fair game. Want to stop the Tyranids from making a Forge World their personal "all-you-can-eat" buffet? All righty. You would have to be mindful however that whatever mission you pick would mean you couldn't tackle the other hot-spots, as they would replaced with new ones the next time you checked the map. These missions would always be either near your character's skill level or lower, with a few really tough ones thrown in if you wanted a challenge.
Your squad would be your party members, each with their own stats. You wouldn't directly control how they equipped themselves or their skills, but, they would always be comparable to you. This is because party member deaths would be far more common than in other RPGs to reflect the "grimdark" nature of the Warhammer setting. As squad members fell in battle, replacements would arrive to take their place. Combat would be akin to KOTOR or Mass Effect, playing out in real-time but allowing the player to pause at any time to que commands.
Hey, a guy can dream, can't he?