Set two separate alarms, so I could leave one always on (e.g., 9:00 every day) and also sometimes set a second alarm as needed (just today, I also need a 12:00 alarm). With only one alarm, you have to change your intermittent alarm back to the daily alarm time ... and remember to do this. (Each alarm should be settable to the minute and on a 24-hour basis, naturally.)
For one of the alarms, schedule it for up to a month in advance, like the GO Senator Diary. For me, this would be a more useful feature than GMT, especially when traveling.
Option for purely mechanical vibration or other tactile indicator instead of audio alarm. Breguet No. 180 had a tactile alarm in 1836, but it seems there has not been much development since (as opposed to the development of sound production from a watch).
Also, a more minor thing, but, besides the date, I would like the day of the week on my ultimate alarm watch.