What I find the most fun is building up heroes  with levels and loot and then breaking things with those heroes.   It's a big reason why I'm enjoying TOME so much right now.

In general, I love building in your games- in GC2, it was building up planets and bigger ships, In LH, the heroes are the ships.  It's why I never liked the hero XP split, it meant building less heroes.

1.Roleplaying and Lore building.

2. Modding.

3. City management, especially specialization.

4. Tactical Combat.

Turn Based Tactical battles

Casting spells

Trying different skill paths

Are we talking about a specific game or heroes in general. I like to national and world wonders in civilization 3, and thought it was better when they invented great people. Great people added a customization to a dry game. I can't see how adding great people wouldn't be better. As far as I can see the only great people that the game designers talked about were heroes.

I think the current combat that only adds hit points when you level up is dry. That is at least one thing Sins of a solar empire had going for them is that you got added abilities when you level up. Heroes would help add flavor to combat. As far as I can tell Panzer general gave the best skill return for your work. Heroes would add flavor to combat.

If you wonder what I'm talking aboutfi Panzer general I'm talking about the 5 red stars turning into 5 gold stars this was increased by fighting battles, and at 5 gold stars you can add logistics to your armies. In galactic civilizations it would be added to fleets instead. My main just is adding abilities not just hit points when you level up. A great person or heroe system would give value to people you would either earn or buy. You should make these where they can be captured. This would add flair.

The most fun things I find are

Making my heroes unbeatable using various mechanics; and

Using spells to completely unravel a rival's plans

curious to see what your favourites are Frogboy!

I enjoy Questing. But soon run low on wild monster's to fight. 

My town is like my home, and i enjoy having a few, but i don't usually play with alot of city's. 

Just having a few or enough, rather than alot. 

Special unit's i get in game I really like, i wish i could invest in them as well. ect. Bears Spiders.

The funnest part is warring with other nation's by far, conquest and epic battle's, but i feel like city's are missing something.

I just expect more from castle battles. 

Anyways hope you read this and it is helpful it's my insight to the game and i've been here since elemental.

Plus Marriage was cool. I don't know why but it was fun.

The great combination of empire building, heroes leveling, being immersed in this rich world with so many creatures and unique quests, the hard fight to survive and grow your kingdom (I'm loving the hardest of the settings/difficulties). I also like that the art style is not exaggerated or excessive looking like in many other modern RPG/Fantasy Strategies. It looks believable and charming.

Building up Heroes.  I'm a huge fan of RPGs, and I love making different builds for a variety of archetypes.  The more possibilities the better.  I'll even pair up two or more heroes to see how their abilities synergize, even though there is a XP hit. 

Tactical Combat.  I'm a huge fan of turn-based tactical combat games, and LH has some pretty fun combat.

Exploration and Expansion.  I enjoy exploring, and LH has a pretty good random map generator.  Due to the limited number of areas that can support a city, coupled with the exploration, I find I really enjoy the early game of wandering around looking for expansion sites, then deciding which one(s) I want to expand into.

Epic Quests.  Some of those late game quest chains can be very fun, especially if I need to wander around a bit and invade enemy territory to make progress.  Quest chains to find certain heroes are also quite fun.

Wildlands.  Create an amazing army, test it in the various wildlands.  Sometimes I just want to have a string of huge fights, and the wildlands allow  me to tackle huge challenges.  There is also something that makes wildlands much more fun than just invading a powerful nation with a large number of armies.  In fact, the Wildlands map in the DLC is one of my favorite maps to play on.

Generic 4X first:

• When you cross threshold from "surviving" to "winning".  It's especially fun if you think you've done that, then you get surprised by something and have to re-cross that threshold again.  Of course, after crossing that threshold (for real), the game should only last a relatively short while longer - if it's too short, then it's anticlimactic, but if it's too long, then it becomes a chore.
• City/Planet/Production Hub/etc building - it's always encouraging to see the growth of your empire.  In map based games I prefer to have the choice of where to found cities vs. predefined "city sites".  I don't care as much about individual buildings; for me it's a min-max exercise (but still fun.)

Generic Fantasy 4X:

• Reality altering spells - I just *love* using magic to affect the nature of reality, either terraforming or persistent effects.  In LH there's not a lot of this, though there are spells like the raise/lower land, birth of summer, various city enchantments (though in LH it's too hard to justify the "fun" ones over the simple +production/research/mana ones if you want to actually win).  In MoM, it was spells like Zombie Mastery or Armageddon.  In Dominions, it's spells like Utterdark, the Wild Hunt, and Burden of Time.
• Building up hero units. I especially love the individual equipment aspects in LH.  Ideally they should have a noticeable effect on how you're able to proceed with your game at all stages.  In general, quality over quantity; I want to think "Yay! I just got Tim the Dragon Lord! Now I can finally go conquer those pesky Troll hordes in the mountains because he can fly us in on dragons!  Guess I'll have to watch out for constant attacks from the dragons he stole the eggs from, though." vs. "Oh, another warrior hero, Biff or something.  Guess I'll stick him in a city so he drops unrest by 5%".
• Playing with magical creatures. Ideally they are present in all phases of the game; in LH they're mostly an early game presence.
• Magical loot!  Finding, stealing, equipping, researching, crafting, etc.   'Nuff said.
• Magical resources - I actually find LH's implementation of these rather bland - I'd rather have fewer "nodes" that were more important and game changing (preferably with multiple effects, some good, some bad.)

Legendary Heroes specifically:

• Tactical battles - I much prefer these to Civ/Risk style resolutions, even though they're not terribly "realistic" in terms of scale.
• Unit designs - It's rather cool to see your own "custom" units march out of the fortress, especially when wielded by the AI.  Unfortunately, the AI doesn't always make good use of their strengths.

1) I love the sovereign first and foremost. I love the skill trees, the spells, the gear, the quests etc etc. Thats the greatest part of the immersive experience for me; me on the battlefield.

1-a) The next favourite part is that same experience with champs/heroes.

2) Designing and playing different factions

3) Wildlands.

4) Unique items/rewards that permanently improve a city (like displaying the head of a great beast there)

5) the customization of cities and units

First and foremost, I enjoy the creative features that allow to make the game "your own".  I love the clever ways you can put your mark on the world, such as creating my own sovereign & faction, both from a visually-speaking and stats/traits/behavior-wise, along with designing my faction's appearance, abilities, etc etc.  Modding of course enhances this much further, but the in-game creative features are fantastic on their own.  While I do consider this to be a unique feature in this type of game (out of those I've played), I also consider it to be the most fun.  Being able to identify with something you made in this type of game makes it infinitely more enjoyable to me, rather than just getting a bunch of stock races and characters that you have to learn about first to care about and/or identify with.

As one (perhaps not so concise) example of why I love this feature, I made a Leprechaun race.  They're all very short, have red hair, red facial hair, and wear very believable Leprechaun-esque green attire.  They look exactly like Leprechauns should look, which I was very impressed with both myself and the game that I could pull this off so well.  They're fast, physically weak, magically-inclined, and best of all, extremely greedy.  They act exactly like a Leprechaun should act.  The fact that I can make all this happen in the game just how I envisioned it, seeing these little guys looking and behaving this way in an already great turn-based-strategy game makes LH an instant favorite with me.  This is also the main appeal of anyone that I've personally turned onto this game.  In the next iteration of the series, I think it would be a travesty to ever see these creation features go.  In fact, I'd much prefer to see more in-depth, hands-on control of character and faction/race creation in the future.

It is easier to say what I like the least. For it is a much shorter list! He he!

What I don't like so much is the late city sprawl. I feel it should be harder but not impossible to build so many cities, rather than pop them all over like crazy. Reminds me too much of Ultima Online where you could not see the forest for all the buildings.

- Quests

- The champions and that they came to you randomly

- Designing units (but having an interesting mix of unique units would be just as good if not better)

- Running around and finding loot/cool stuff at the start of the game

^^On Topic^^

I was so disappointed that the game seemed to slip into the "same old" 4X experience after that.  The city building and research was dull to me, and I generally feel that way about all 4X games now.  I think I've just played too many of them for there to be anything to hold my interest there. Researching stuff over and over just kills replayability for me.  So anything that set the playthrough apart from others - loot, champs, quests - is what I enjoyed.  More randomness!

I know nobody asked for what we disliked, but I just have to reiterate disliking the research system of seemingly all 4X-ish games.  It seems like such an arbitrary and artificial way to block progress and fun to me now.  Especially when you are researching such trivial things (like when games make you "research" how to form alliances, I mean really?).  There must be another way! Sorry for going off topic.