Vampires: Some common sense and basic self-preservation instincts. "Hey that big bright hot thing is out in the sky and my skin is smoldering, maybe I should head inside instead of standing out here playing on my phone, violin, etc.."
Mermaids: I'd love an underwater world, sort of like Atlantis or something, even if it's only aesthetics. There could be "bubble domes" that would allow them to have homes and walk as normal. Just maybe the homes could be made of, say, coral. 🙂
I'd also like some mer-specific bassinets like we have for spellcasters, aliens and vamps. Maybe seashell shaped or even just with sea-related decorations.
And for heaven's sakes, let them use bath soaks! My mers strain their muscles just like my normal sims.
Faeries: I'd love some fairy (toadstool) rings that would teleport sims to Fairy Land or even for Sylvan Glade to be expanded upon.
Some representation of both the Seelie and Unseelie Courts.
Sims could leave out treats for lesser fae to get different boons (help with gardening, cleaning, etc.) with penalties for ticking them off.
Probably should leave out the less family friendly bits of Fae fun like turning people inside out and making their hair and nails grow inwards. 😉