I'd like to see more of a couple genre's:
(Good) JRPG's of the Final Fastasy / Lost Odyssey / Star Ocean variety - seems not many games like this are being made in recent years and most of them are poorly done. Traditional RPG features seem to be getting stripped away piece by piece as time goes on, and I wish there were more games that allowed for more than three characters in a party (during battle, specifically). I'm also growing incredibly irritated with whiny immature teenagers as the main protagonists, which seems to be the new normal these days. I'll gladly take the a silent, if a bit emo-ish, Cloud like character from FF7 over the obnoxious spaz from FF10 any day. What happened to studly characters like Cecil from FF4?
Tycoon style games, particularly ones with a restaurant theme (though I'm open to others, if they sound interesting). Roller coasters and railroads don't interest me and there seems to be very little else getting any development effort for a long time. I did play and enjoy Restaurant Empire 2 recently, but the depth was severely lacking and some game mechanics were not well explained (and theres not much info online either). RE2 also had very little variety, the story mode was fun for a couple levels but it was basically the same thing over and over after that, with a few new recipes thrown in. The objective was usually 'improve profits to X dollars by Y months/years' and there really wasn't any room for creativity on how to accomplish it.
PVP-centric MMO's. I really miss Shadowbane /cry. I know there isn't a WoW-sized market for these, but there is enough to make money off of it. In my opinion there is a bigger market for these games than many developers think. They don't die out because there is no market, they die out because they didn't get proper development time/money (Shadowbane, Darkfall) and were released buggy and unfinished, or they simply had poor design from the beginning (Warhammer Online). Shadowbane in particular could have been a huge success if it wasn't released in such an awful state, so many bugs, connectivity issues, hacks, etc. Yet despite all of that it lasted six years (albeit with an ever dwindling player base), and even now, three years after it was officially shut down, there is a community effort going on to rebuild a working emulator server for the game. If someone really took the effort to make a well polished and well designed PVP-centric MMO, it could certainly enjoy a lot of success.