The thing I would love to see is that you need oil to use "oil-using" units with fosile-fuel engines. This would make resources an important issue for diplomacy or even war in modern times (unless you specialise in other units as alternitive)! Let's face it in today's world natural resources make all the difference. Look at the Gulf War. Maybe even use oil to trade for things your nation could use from others and create a global resource economy. This way you could wage economic war as well by trying to monopolise resources. But in case of oil I think this should be used as an extra and that for example all nations should have a minimum per turn to operate a certain number of units according to the surface of their empire. It would be great if a civ could for example operate a number of "extra" units outside there cities using oil for each oil icon in their zone of control. That way one could have "reserve" units in cities or units without oil allocated to them in reserve, just like nations have in the real world! Artillery in a city could then be used to defend it but you can't move them unless you allocate oil for them. Maybe they could even save up oil in peacetime as a strategic reserve, just like until now I used gold as a reserve to build units fast when war breaks out. I think oil icons( just as any other resource) should then probably be hidden until the right tech is developed to only induce a resource race when the resource is dicovered and can be used. This way you might have a bad island nation build on desert and so lag behind. And then suddenly have a lot of oil at your disposal to take revenge. That seems very nice gameplay and realism to me for a civ game...
It's just an idea that might ad a level a realism to the game and some different strategies.

And as Sparky said, could resources get depleted?

Feel free to comment !

PS. Keep up the good work Dan & the whole Firaxis team! I've never been this excited about a game before!