I know that there is talk about Legion II as the next game with this type of engine, and of cours I dont know what type of changes you have in mind, but the roman times have been seen in computer games so many times and lack the freshness(?) that the early ancient period has.
I find it difficult to write idears for a COW 2 game because in my oppinion the game is quite perfect as it is and it could easily get ruined by over-complicated systems and micromanegment.
I do, however, have a few thoughts:
Caravans/trade rutes that can be blockaded/robbed
A bit more diplomacy without making it as complicated as in Spartan
More historical information
Attacks on cities
Using grain as the coinage(?)
A more restricting supply system for the armies (they have to carry their food with them or plunder as they go like in "Knights of honor")
WEGO system instead of IGOYGO
Ordering the gererals to go somewhere and then the order cannot be changed instantly. The further away the army is from your ruler the longer time it takes to change the armies orders.
The key point here is to use the expand the way that COW takes advantage of the very limited possibilities of an ancient ruler/general (the battles in COW are realistic and challenging).
What I am trying to say is that you could make a very interesting game by using the limited options in the time period.
The less control the player has, the more important it is what he does with it.
I hope I make at least some sense. English is not my first language
