In no certain order:
1) Remodel the player faces, they looked like they were chiseled out of stone or something, in a word, they were 'ugly' on PES 2012. Also change the player animations, when my 'Keeper would run up to take a goal kick he'd run like a little girl. Please change that, also when a few players sprinted there legs were a blur, try and make them...not..a...blur?
2) Although I think the shooting on PES is fantastic, oftentimes when I was sprinting one-on-one at a 'Keeper when I went to shoot, the player would slide to kick the ball and the goalie would save it easily.
3) Simplify the master league/career mode: Just like FIFA's. All I want to do is pick a team, manage the team, make transfers and play matches. I don't care what my manager looks like or any of the cutscenes in my office with my assistant explaining things I didn't care about. Also, change the training setup, maybe just give me an automatic staff/facility that I can upgrade to make my players fitness/attributes go up easier or so it's harder for the fitness or attributes to decline.
3) Put in a good soundtrack. I realise it costs to get licenses and permissions for songs, but I didn't like a lot of the techno-ey songs that were on 2012.
4) Like a lot of people say, the 'Keepers could do with a bit of work. I find them more realistic then FIFA's as FIFA's 'Keeping and shooting just seem to be the same type of shot or save, one after another.
5) One thing that annoyed me (probably just me), is the netting. It was too loose, every goal would send the netting back a good 5 foot, a lot of the netting in most leagues is very tightly applied so the ball kinda just rebounds off of it and doesn't fly back and nearly smash a crowd member in the face.
6) The game atmosphere wasn't very good in PES 2012. I'm not sure how to explain it but matches didn't seem to carry importance some of the time, the matches just felt a bit flat.
So, that's what I think but it's just my opinion.