Dark Alleys, bad neighborhoods, in the "employee only" section, the catacombs of large hotel and conference centers where only service members are supposed to go...

There's nothing more exciting than being able to do in a game what you can't do in real life and GO where you can't GO in real life. For the cities, have well designed alleyways and dark neighborhoods. For missions, I want and office building with a large boiler room and series of back hallways for the piping and electrical plus an attached garage, basement, penthouse suite, and eating hall. And would it kill to have some windows!?

The more realistic we can make the environment, the better. Note this has nothing to do with graphics, but rather design and layout. CoX COULD have had long straight streets with long alleyways to boot, but they didn't.