1. More than 30 levels maybe like 50 or something.
2. Vehicles of any kind.
3. (Like Fallout 3: Broken Steel) A game that lets you play after you beat the main quest.
4. Some kind of house you can design and build... from bunkers to skyscraqers.
5. The ability to make your followers wear whatever you want them to.
6. Some kind of more in depth love... not just hokers and random six but like marrage or something. (Oblivion was good: kids, wife, ect.)
7. BARBERS.
I think those would all be major improvements in future fallout games. Other than that Bethesda is doing a wonderful job.