Okay, so I've tried three games with the mage, two with the rook, and one with the sniper. Not much, but enough to have a couple things to say.
Here's what I've seen so far:
Game Guide - is there one? I'm sure lots of things I've run into quite a few issues from not having a manual to read.
View control issues - The only way I've found to move the viewpoint around is by zooming out with my scrollwheel and zooming back in. A better method is the one used in Battle for Middle Earth 2, where you use the numberkey pad to rotate the screen around. The best way, imho, would be to have a button you hold down (maybe TAB) and when its down and left click, you can drag around the viewpoint.
Widescreen issues - I'm running the game on a 720P LCD HDTV widescreen (native 1280X720) and when I mouseover many things in the game, the hovertext covers things I need to read. This could be because there's no option for 1280X720 resolution.
Frames per second - I realize its still in beta, but the game seems to run really slow and periodically pauses, especially when things are getting exciting. Not good because that's when you really need control the most.
Skill tree screen - having to go to a separate screen that blocks the rest of the screen to see the skill tree kind of destroys the immersiveness. Being able to shift click the abilities on the bottom of the screen to level them up would be a lot faster.
Skills - only the area of effect abilities (fire and frost for the mage) and the building destroying abilities (where the rook lifestealing from structures) seem to be worthwhile. In this game, the direct hit abilities (like fireball or snipe) don't do enough to really make them worthwhile.
Movement speed - the rook should move even slower, the mage should have a instant teleport ability on a timer, the sniper dude should be twice or three times as fast as he currently is.
Maps - I'd love to see a map editor released early with monthly prizes (graphics cards, computer modded to look like the Rook) for the map that's voted best by the community. Speaking of which, a forest level, ice level, flowing lava level, jungle level, etc would be cool.
Heroes - Have a create-a-hero system. Battle for Middle Earth 2 had a create-a-hero system and it was awesome and the community really got into using them online and having them have rankings. Customization of the looks of heroes and having them have unlockable titles for killing so many of each type of hero was great. Another idea for heroes comes from an old PC game called "Total Annihilation: Kingdoms" - non-hero units that killed other units gradually leveled up within the game visually and stats wise (increased armor and/or stamina and/or attack power and changes from black to white with golden shields).
More after I've played some more...