I'd like an open, Deus Ex/Vampire: The Masquerade-esque RPG based on The Dresden Files.
Ok technically based on the books, but because there's a TV show too I say it counts in this thread.
You wouldn't play any of the established characters, like Harry or Murphy or anyone else, but an entirely new character who someone gets involved in certain supernatural affairs in Chicago (with an entirely new story, not a book or TV episode rehashed). While you wouldn't play as one of the known characters, you will work together with them, receive (side)missions from them and all that.
There could be several broad character classes to choose from, like a wizard, a young Warden, werewolf, that sort of thing. Just a class that defines your big abilities. Then there'd be the freedom of establishing your own skill set as we know it from the aforementioned RPG's; sneaking, lock-picking, fire arms, etc etc etc.
I'd love to see such a game, urban fantasy is one of the most under appreciated settings in videogames, even more so than steampunk.