There are quite a few things I miss about BW/BW2!
BW's unique plot. Particularly in regards to how your final battle ISN'T You v. the Champion. I really wish they kept up this trend in BW2 and XY.
Gym Leader/Champion involvement. The Gym Leaders are important people, and as such being involved in the evil team's affairs made a lot of sense. Most of XY's Gym Leaders were bland as heck; I would've ben content if even just a few of them were involved in the main storyline or did more than just battle you in their Gym/the Battle Chateau. Same deal with Diantha; she even knew and talked with Lysandre yet she doesn't do anything to deal with him.
Fully animated sprites. I love the models, but it was nice seeing the fully animated sprites in BW/BW2.
CHALLENGE MODE. The best feature in BW2; I was really upset when it didn't make a return in XY.
Hidden Grottos. I thought they were a neat little thing and made finding Pokemon with their HAs easier if you didn't like using the Dream World. However, they aren't as useful as the Friend Safari so it's not too big a deal that they're gone.
Phenomena. You know, shaking grass containing Exp. Points (a.k.a. Audino), dips in water, dust clouds, and shadows over the bridges. I thought they were a cool addition and would love to see them return.
Varying differences in routes/cities. You know, where Opelucid takes on a completely different appearance depending on which game you play, where the area south of Mistralton's gym appears differently, where Route 4 can either be a bustling road with buildings or ancient ruins, and where there was either a Black City or White Forest. I liked these differences a lot.
Free Space in your bag. Why why why didn't they bring this back to XY. It was a lot easier finding the stuff I used most than going through other items I'd never use.