So first off, I want it to be known that I completely love this game so far and hope that as it expands, that love will just grow. Now on to my suggestions (and I am almost positive they have been posted elsewhere).
Larger map sizes: Now I understand the fact that there is a limited amount of space that engines can draw from in order to populate a world like this, but I would just love to see a larger diversity in the sizes we can choose from instead of the more generic one size map we have.
The ability to coordinate your soldiers more: Allow me to explain what I mean by this, I believe that the party system is awesome, it gives it that old school RTS game vibe. Now I think the game would benefit from kinda a patrol system, so that you can designate where you want you soldiers to pat to/from. I thought of this after having a ton of monsters spawn in my mine and my soldier was on the other side of the town doing just about nothing.
Better Hearthian A.I: After playing for only a couple hours i have noticed some serious issues with the A.I. that is used by your hearthians. Sometimes it can be funny, other times it is just frustrating; not sure I could imagine dropping everything I was doing just to get some sleep.
That brings me to this, Better Pathing: No I am not talking just more road options, I have noticed some serious clipping issues, I have also witnessed my hearthians get stuck in walls, trees, and various other world objects.
Now before I see something about, this is still in Alpha expect bugs, I am fully aware of that, I have also been apart of several other Alphas and have seen more than my fair share ship with more bugs than what the Alpha started with some I am just voicing my opinions and suggestions. That said, as I find more I will improve this.