I think the series needs to tone back the stat inflation that the series has been experiencing recently. Fates has done a nice job of toning down the EXP gain formula so that promoted units get very little EXP early on, but growths and caps are still too high IMO.
In terms of gameplay mechanics, I'd like to see things like dismount, capture (the FE5 variety), and height from Radiant Dawn. All three of those mechanics were really fun and interesting both when used for and against your team. Dismount, especially when forced indoors, was a solid nerf to mounted units as they had to resort to using a weapon that they had usually a worse rank in and had their movement reduced severely.