Musicians... + Mystia...
*Waits for a Prismriver feat. Mystia concert* :V
Speaking of the Prismrivers, I'd like to see more boss battles where you're fighting more than one character at a time. In PCB, I thought it was really cool how you could fight one of three characters, each with differentiated danmaku attacks, and how they all teamed up for the final spell cards in a spectacular last attack.
As for types of youkai, I'd like to see dragons. Doesn't necessarily have to be THE dragon that created the boundary of Gensokyo, but maybe there could be several characters, each a different type of dragon with a different kind of ability.
..............
Or how about, going off of the previous idea I just mentioned, having a Stage 6 battle where you face off against several dragons. I can taste the epic already. :3