I would love to see a warning appear one or two days before a siege arrives, so you have time to prepare. I know that the game auto-pauses for this reason, but that doesn't help if the siege arrives right near the town, or you are partway through food production and your ultimately defensive town entrance isn't finished. You would be able to do the essential preparations such as finishing defences, stockpiling food etc.
Perhaps this should require some kind of watchtower to work, with a soldier on patrol to watch out for sieges on the horizon?
What's that you're eating? A nice, juicy apple? You weren't supposed to eat that you fool, you were supposed to make it into a pie! - last words recorded words of Francis D'Avre before he went looking for snowcherries, but found a hungry Yeti instead.