Spells and your repertoire: not being able to copy spells from scrolls and spellbooks and requiring a teacher instead, and not being able to learn more spells than you can cast per day. Also, no research and no crafting.
A little something about demon lords: why do their priests survive? They must useful to somebody! I like the ambiguity of the old gods. They are not all good or all evil. And I like the old threefold alignment: Law, Neutrality, and Chaos.
Buildings are a great way to spend money for XP and to let players add to the world. And buildings require servants and guards, and these require wages. And when you take mercenaries along on an adventure, then that also costs money.
Items to fight monsters and oil in particular. How do we use flaming oil? How much can you carry? Encumbrance and the rule of cool. Also: why is plate armour so cheap?