A game where you could play in a villainous team like Rocket, or perhaps an outlaw of some kind, because it would be... fun, and interesting to be able to play from the point of view of the "bad guys". If not that, then a Pokémon game where you have the "Karma System", where you decisions change the outcome of the game, and you can be whatever you want: Good, Neutral, or Bad. You could choose if you wanted to steal another trainers Pokémon, choose if you wanted to go up against the Elite Four, or just kick back and help the local Villains with their evil plot.
Also, please, Nintendo, a Pokémon RPG on the DS with Character customization, I know there only pixels, but I hate having to play as Dawn if I want to play as a girl, for example. I'd like to make someone who looks like me, then I could really get into the game more, if it was a little me throwing the Poké-ball rather than some girl with weird-ass blue hair and a stupid hat. Simple character customization on the DS would be easy, if they had like common hair lengths and colours, and common colors for t-shits, and a choice of jeans, shorts, shirt, ect. I know, it kinda... breaks from the traditional way Pokémon works, where you play as a certain protagonist... but yeah.