I would love it if there were a little more visual customization for our starting looks and gear. I'm sure there are more options in game, but i feel the armors and appearance there of are too generic and i would love to see more variety in the looks of the starting gear, as well.
for me, i see the whole "prisoners get no gear" angle but it would have been nice to get something for gear in terms of kits and such. It took me a solid hour of gameplay before my rogue found the trap disarming kit, so as the rogue, i could neither search for, spot, or disarm traps, which killed me a few times before i happend upon the kit. I think that first merchant you come across could easily be given some cheap kits and dialog options for them.