I would like to see a game where you do not only build your kingdom like you would in any strategy game, but also fight among your men like games such as Mount and Blade.
From the get go it would be open world sand box, with you able to build a keep anywhere you wish and thus making a zone of influence you can build within. From here you can expand your influence to expand your building, or even delve deep into mountains with tunnels or temples. The citadels you build could vary depending on your play style. If you wish to be the evil Lord of dark magic with grand orc armies, then you can. If you wish to the an eldritch mage with holy knights, you can. If you just was the be a warrior king with a host of men, its all open to you! (Even be a dark lord with zombie hordes!!).
You would obviously start off as whatever race you chose, but not undead (this you DO need to earn), and your keep will be very basic (like a mead hall). Once built, you would need to quest, to build reputation and to collect items much like you would in mount and blade and Skyrim. Now this is where your path truly takes form. Depending on your actions will be how the world reacts to you. Pillage villages and you will only attract cutthroats. Draw in enough of them and you can begin pressing villagers into service for your glory. Battle Orc tribes to win their favour but becoming their Chieftan (or even learn dark magics to force them all into service. The choice really is yours!).
Now for the best bit, as your citadel grows, and depending on what buildings you unlock as your path unfolds (buildings will change looks depending on your allignment and who you have living in your realm) you can roam the streets or go to your keep and take side missions set to you by your nobles and peasants. Other Kings may even sent emmisaries to you, or letters of war!
Now the best bit, if you are magical (which no doubt you would become!) your dark magics can end up warping the realms you control. That lovely woodland you have? It is now a dark place where monsters stalk the lands and the towns feel too afraid to go outside! Slaughter towns and raise their graves as your own undead legions! And when battle begins you will be beside your warriors! Either at the front with your blade, or in the distance with arrows or spells.
I have dreamed of a game like this for a long time, but nothing ever meets my ideas...