I don't like this new system where you can't stack massive armies in single tiles. That just isn't Civilization, and some of the greatest civilizations in the history of earth have had massive massive armies. Having a great number of average level armies is a tactic in itself. I hope they give better terrain advantages in Civ 5. For example, it would be cool if archers had attack bonuses when operating from hills etc.
I still don't like the removal of religion from the game. What is the history of earth without religion? I am wondering if they removed it completely, as in as a tactical weapon, or if they will still let you build churches, mosques, and temples in the game. I hope it is the latter at least.
While I can contend with the toning down of religion in the game (though not complete removal), I find the removal of espionage a bit inexcusable. What would give them reason to remove that aspect of it?
I can almost see the headlines written previews for Civilization VI now... "RELIGION AND ESPIONAGE ARE BACK!"... I bet that will be the major selling point for Civ 6.
I do appreciate the improvements in AI though. The AI in Civ 4 while fun, was a bit silly at times.