I would ask that I be able to change game speed on the fly.
Hugely seconded! That one is crucial (probably only for single player though).
My suggestion is... give the player the ability to demand stuff from the AI akin to how they do to the player. It could be simple stuff, like resources or something, but it would make dealing with the AI more rewarding. As it is you're practically their slave to keep them happy, running off all over the place. There should be a more substantial reward for bothering to do so... say, the ability to ask them for stuff, resources, tech, etc.
Seconded, too! But I would also add, that diplomacy need a major overhaul beyond that. Would benefit both single and multi player.
There are several other things on my personal wish list, such as a more extensive tech tree, empire management, ship design, all of which should be optional and all of which won't probably happen, at least not anytime soon.