Engine sounds would be cool.
Voice acting would be detrimental, I feel. Costs, yeah, but I always figured these were people too terrified to say anything, being sent into an unwinnable situation. Plus it always makes a disconnect when they go from panicking to being ultra confident.
More nutso physics would be fun, and are partially already there, some things tend to go flying hilariously right now.
Please no on the bullet casings, there are already enough moving parts that can break, random physics objects would just be asking for trouble. I remember when someone added this to New Vegas, and the game would just randomly crash when casings got into positions they shouldnt've.
Moving smoke would be sweet, but then wouldn't there need to be another system in place? Smoke duration is in the INI, I think.