I bought my first house 2 years ago and pretty much the selling point was the gigantic jucuzzi it had in the lower tub. Nowadays, newly built houses suck. For some stupid reason, the houses have to be enormous but the properties aren't any bigger than 20 years ago, so the yards are tiny and the buildings are too close together. That's idiotic. People, especially families, should have a decent-sized yard for their kids or illegal 1980's lawn darts or what not.
Tankless hot water heater. It's energy-efficient and if you have 4 females living in the same house like I do, it's a wonderful thing to not run out of hot water when you're in the shower. Good insulation. If you're in the south, I recommend radiant barrier in the attic with proper ventilation. You'll be amazed how much more efficiently your AC becomes. If you're building new rather than buying old, put your money into the kitchen and baths. That's where the resale value is. And plan out your sound systems and have the electrician wire them while he's wiring the house. Also, get the water in the neighborhood tested to see if you need a water treatment system. Again, it's easier to have all that plumbed in the construction phase (even if it's just an under the sink RO system) and you can roll that expense into the mortgage. Ponds are typically done when a builder needs fill dirt to level the foundation, but they're more of a pain in the ass for the owner. Pumps, skeeters...they're just not worth the hassle.
I would like to have network wiring run to every room as well as sound system wiring in the entertainment-focused rooms. I like a good sound system but I have having wires running everywhere. One of those fancy steam showers with all the different nozzles and stuff would also be awesome. The shower would need a waterproof computer with an internet connection built in. This would totally pay for itself in reduced kleenex usage. edit: Just realized this post makes me sound like a huge loser who just sits around watching tv and whacking off all the time. On second thought, I guess that's pretty accurate.