Seconding the sentiments about separating Au Ra horns from the faces but I'm of the idea that all horns should be made available to the Au Ra regardless of sex. I just think some of the horns would look really nice on a male character.
Also:
+ More black hairstyles that aren't just the poor looking afro & locs; in a similar vein, more non-straight hairstyles
+ A universal voice bank instead of separating by race & gender (Roegadyn being able to use Midlander voices, for example)
+ Fangs for Seekers of the Sun
+ More customisable sliders for body options, but considering FFXIV maintains a certain aesthetic to make this game marketable I'm not sure if they'll ever do it, honestly