The borders and speed controls are a godsend. It would also be nice to be able to place walls and towers anywhere inside a territory rather than requiring them to be built right next to something. I'd also like to be able to build roads outside my territory, though that should probably be limited to tiles adjacent to extant structures as it currently is.
Also, I love the idea of enslaving enemy encampments. I think there should be an option to eventually annex them, but only pursuant to meeting some set of criteria first. Vassalage should also be possible, but we'll need to wait for diplomacy options for that to make much sense.