Less glitches. They just really destroy the atmosphere sometimes :<
Difficulty should be higher.
More bosses.
Re-worked color coded enemies, so that at least bullets hurt them aswell.
More moves for each weapon, especially some more airial moves for demon weapons, more of that pause moves or whatever you call them and naturally more weapons.
But instead of only completely new weapons, I'd kinda like to see the some of those we had in DmC in a 'evolved' form, like adding some sorta boots to Eryx, making it a bit more like Gilgamesh and the like, maybe even intoduce a system that allows you to combine (and of course de-combine again) different weapons, I mean, they're all like different forms of Rebellion anyway as it seems, so why not take that shapeshifting thought further?
Even though I personally don't necescarily need it, but it'd be nice if they'd add some kinda lock-on display or even manual lock-on, but only as an option that might not even be included in the default button layout.
Plus all of what wallenb suggested :3
And a shirtless costume for Dante :ß
Story-wise, hm, Dante doesn't seem to know that his hair turned white at the end of DmC, so I'd totally love to see a little scene when he first notices it

If somehow possible, I'd also like to see a bit more of what The Order was actually doing and of how the demons lived amongst the human. Like, maybe they even had family or something? And now there are a bunch of half-demons-half-humans walking around, not even knowing what they actually are? Oh the possibilities~
Oh, and they should establish the Legend of Sparda a bit more, maybe even make it an urban legend of sorts? Would also kinda explain that graffiti at the playground.