First off, this is an excellent game.  I played over 100 hours on the original and am coming up on 20 hours on the expansion.  Thus, most of my feedback is keep up the good work.  Now for some suggested changes and improvements:

1.  Levelling is way too slow.  This is coming from someone who quit WoW because it was too easy to level and still yearns for the old Everquest days where earning a level really meant something.  The reason levelling is too slow is that I have never gotten a champion past level 15 before winning a game, and that was playing Lord Relias where I could buy endless quest maps. It wasn't so bad with the original game, but with the new tiered system, it will simply be impossible to get more than a third of the way up before the game ends.  I'd like to be able to fully develop my champions.

2.  The auto battle system is broken.  Best I can tell right now it just looks for the unit with the lowest AC and hits it with all damage, either killing it outright or making it so low that you have to wait a long time for it to heal before you can do another battle.  That means if you auto battle, your ranged units are almost always killed or severely damaged.  I like to battle, but some times I just want to clear mobs quickly out of the way.  Right now I have little choice but to do every battle by hand unless the strength of the enemy is much lower than my troops, and I find that to be aggravating.

3.  Roads AI needs to be improved, or just give us the ability to create roads.  Too often I settle a city only to see it connect to one nearby city and not the other.

4.  I'd love an option that has mobs and quests constantly respawn within cleared territory, combined with the option that mobs destroy random improvements within a city rather than razing the entire city if they attack it (or lower the rate you need to pay for troops to defend the cities deeper in your empire).  This would give a mid to late game option to continue to fight mobs and do quests as well as attacking the other players.