So many very good suggestions, I'm not sure I have much to add, but I will anyway:
Allow more flexibility in throwing grenades than we have previously seen (for the most part) in this type of game. Often, you can only throw a grenade overhand, with a high throw arc. That's fine when you need to throw a grenade far, but what about when you are just tossing a grenade through an open window right next to you, or rolling it over a low wall you are crouched right next to? Soldiers need to be able to peek around immediate obstacles (like a wall, tree or window/doorway) and toss a grenade, even if the "throwing" distance is more limited than otherwise when doing so. In other games like this I might have an enemy downhill, try throwing a grenade at it (though in reality I might just roll my grenade at the target), but the game's always present high throw arc prevents me from doing so without hitting the tree branches above my head. Situations like that are not realistic, are annoying, and should not occur.
I don't necessarily need each individual soldier under my command to be a fully fleshed-out individual (though they should at least look different from each other), but I would like to be able to create my own player-character avatar. The other soldiers could all just be randomly generated on the fly for all I care, but still have reasonably randomly assigned characteristics that help flesh them out a little. Then how I use them helps flesh them out a bit more, but they don't need to be as detailed in character as the mercenaries in Jagged Alliance. On the other hand I would prefer they not be purely cannon fodder to use as I will and then be discarded without a second thought. There should be some positive and negative consequences when selecting/deselecting different team members that go just a bit beyond their basic combat stats. I don't even really need them to talk to me, at least not much, nor do I care if I overhear conversations they have among each other - unless you've got a good plan to go all out with that like in the first Dragon Age game.
Realism in general is a priority when it comes to nearly everything, but particularly so when it comes to weapons, equipment, movement, firing and wounds. I don't need a ton of weapons and equipment, but a good variety is nice to have. Weapons and equipment don't need to be wearing out all the time, requiring constant maintenance and other such micromanagement shenanigans. Such features can be overly gamey and kind of a nuisance, but weapons should have fairly realistic reliability and should also have realistic methods of dealing with jams (when they happen) - well implemented within game play terms. I don't even necessarily need ammunition of the right type to be loaded in the right magazines by the player before combat, but I am also okay with that level of micromanagement - especially if actually implemented well within game play terms. Inventory management should be relatively realistic, but the UI for that needs to work smoothly and intuitively. Every usable piece of equipment laying around on the battlefield should be easily accessible post-mission in a single menu without having to walk around and search every body and box - which is just an unnecessary micromanagement pain in the butt (despite it being more "realistic").
I'd like weapons to be realistically lethal in their ability to kill and wound, and I want soldiers to be realistically vulnerable to death and wounding. Severely enough wounded individuals should be out of play for awhile, and perhaps never be quite the same again. First aid kits and such should not be able to magically fully heal soldiers. Sometimes the best a bandage can do is help stop bleeding, and death, but not much more. I never like it much when first aid kits can fully heal a near mortally wounded soldier in an instant. Or worse yet, magically bring back to life someone who is already dead. Of course, I understand that, for game play reasons, first aid will probably be less than optimally realistic. That's okay. I just don't want it to be crazy unrealistic. Permanent death needs to be a thing that can happen in the game, as well as permanent serious wounding with consequences.
On that note, though it may be difficult to implement, it would be good to see the game have some good disincentives against scrump saving. Maybe a limited number of save slots? On the other hand, I'd like to be able to save whenever I want, just because sometimes I have to stop playing a game and go deal with real life. I don't want the game to penalize me for that, or reward me for that either. The game should know when you've played far enough since your last save that you now know stuff you shouldn't when you start playing from that last save, and act appropriately by changing things up some since that last save point - so that now that machine gun nest that wiped out half your guys has now moved to a different location, or something like that. Yes, stuff like that is hard to implement, but would be a great incentive for players to just forge ahead despite losses - playing the game a little bit more realistically, which I think would be a good challenge. Replacements for lost soldiers would have to nearly always be available, but they would be newbie guys with appropriately lower stats. At least most of the time. Sometimes you could luck out and get a better guy than you lost, because that would be realistic too.
If movement takes time on the strategic map, I would like for there to be more than one way of getting around the game world - other than my soldiers having to always hoof it on foot!
Camouflage uniforms and equipment, if implemented, should be meaningful in combat visibility terms, and not just for show.
I don't know if your are implementing any kind of a troop morale system. You probably should, and if so it should be reasonably relevant to game play. I have played games where individual troop morale was a stat, but other than that it seemed to have no significant affect on game play. It should. Soldiers should at times, when under fire, after having suffered some losses, and especially if apparently outnumbered, be prone to cowering in fear and running away. In which case they should have a chance to rally themselves, or be rallied by anyone with an above average leadership skill. The influence range of leaders should, for the most part, not be unlimited, but be limited by distance, both visually (line-of-sight) and audibly (how far away can an order be shouted and heard?). Soldiers that are too far away from each other should not be able to easily coordinate their actions, but that might be hard to implement well within the confines of a turn-based game. Soldiers that are too far away from leaders may lose some actions points as a penalty. Soldiers might panic when pushed hard at times, freezing or or running away or going berserk as a consequence. Guys that have anything like that happen to them in a mission should suffer (or sometimes benefit?) consequences that reach beyond that mission in relation to the rest of their team mates. A guy that panicked and ran away would be less trusted/liked by his fellow soldiers. A guy that went berserk might also be less trusted, but could have his bravery/aggressiveness stats increased. You get the picture.
Ugh, so many other suggestions I could make, but a lot of good suggestions have already been made, so I will stop here. All these things suggested take time and money to implement. I'm sure you will therefore not likely be able to implement everything suggested by everyone (nor would you even want to), but I hope that what you do implement is done well, in a way that makes for a good, overall cohesive game, that satisfies enough of us that you are very successful with this game when it is completed. Good luck to you. Stay focused! We are all curious to see how it turns out.
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