Building a new construction home... what are the top things you think it must have? Upgrades!

Chicago? Never mind, ignore the gun safe seeing as you can't have any (assuming your law abiding). I'll change my recommendation to concertina wire, blocking and turning obstacles, bullet proof glass, your driveway should have serpentine concrete obstacles and should canalize, night vision cameras, early warning devices such as trip flares, claymores on high speed avenues of approach, grenade sumps in your fighting positions. You know....the basic stuff

Keeping the house? Then look for things like spray foam insulation in the attic/walls, good low E windows, often overlooked--if you want carpet, upgrade the pad to the max... looking to resell in 3-5 years? (and just wise to invest in) - Kitchen cabinets (full overlay doors, soft close drawers), quartz counters in the kitchen and master bath, full tiled master shower... we just went through this; closed in January.

Radiant floor heating

Soft close cabinets. Nest and other home automation items.

Some of you need to read the blog Mcmansion hell

Security cameras, gun safe built into the house

Bamboo floors
Urinal
Double size shower stall with multiple heads
Granite counters
Gas range
Water spigot over the range (for filling large pots)
Hand washing sink in the kitchen island with foot pedal
Outdoor kitchen facilities with woodfired oven

That should get you started!

Inset Cabinets and glass cabinet upper uppers, quartz or marble white countertops, subway tile backsplash (I prefer laid on herringbone), free standing tub, frameless glass showers, multi width wide plank engi hardwoods, dual heat top/oven, drawer micro, farmhouse sink, industrial style faucet, chair rail/wainscoting...

Wine cellar

Also, if I were doing it over in my neck of the woods, I would probably get a second sump pump, and maybe a whole house generator powered by the gas line.

Just looking out OP! In the words of intellectual thinker Chief Keef "I say bitch I'm from Chiraq, we got more killers than Afghanistan"

Water tight radiant barrier with a proper 1 inch gap benearh all exterior surfaces. Thick paned argon gas filled windows, sprayed on high-R insulation. You can always upgrade the interior of some room but the bones I described will be saving energy and blocking noise for the next 100 years

No carpet anywhere, steam showers, large kitchen sink with a nice faucet. Things that aren't standard 'upgrades': central entertainment area (where your router, Sonos, any other av things will live), natural gas line for grill so you never have to refill tanks.

Concrete waterfall countertops

Radiant in driveway too, depending where you live...

Some great suggestions here. @K1, you left out the moat! I realize today's world is wireless everywhere, but as a gamer I would still want Ethernet cabling. Little things: Do you want an overhead light in every room that can be turned on via a wall switch at the room entrance? Where do want ceiling fans? How about a decently sized mud/laundry room with a nice big, deep laundry room sink?

My advice is to think about stuff that would be costly to add later but relatively less expensive to add when you are building the home. Additional bathrooms for example. We did this and got two additional bathrooms and finished the basement as well.

Radiant heat for master bathroom floor. Washer & dryer in basement and on the same floor as the bedrooms.

Sauna

Where do you live? If in the south, Texas, etc absolutely be sure you get radiant barrier in your roof. Invest in really good windows, blown in insulation

Chicago!