One of the things that really disappointed me with GTA IV was the whole emergency services thing. I missed the special missions when you were in the fire truck or ambulance. And on top of that the FD doesn't even do anything anymore? I am not saying I want to see these super elaborate operations going on but I would like to see them doing something productive.
I would also like to see the cops chasing people like in GTA VC and SA when they are in the cars and on foot. It was nice to see them showing attention to someone other than me. Speeding, red lights, MVA's and stuff. I don't wanna feel like I have to keep the cops busy, they should do other stuff too.
I also wanted to see a fire truck with a working ladder. It would come in handy when you want to get up on buildings, and lets face it how cool would it be to put the bucket straight up and have a mobile sniper tower!
I actually think there needs to be a much bigger variety of fire trucks, ambulances, police vehicles, SWAT vehicles, and of course military vehicles. (In the game not just online)