Was thinking more about kings, the general idea of game loss unit is very nice, but due to asyncronious turn based nature having only one might cause you to loose him in unexpected ways, thats why I advocate for more. That was already said, though.
Now other thing, I talked about parallels between leaders and commanders from spring rts in :viewtopic.php?f=69&t=622&start=0#p2168
Then it seems Lord_P had some good ideas of his own, very similar to what I'll suggest now:viewtopic.php?f=69&t=622&start=10#p2321
The general idea is to make leaders do
something so that they wouldn't just be passive tokens placed in some hard to reach place. For example in spring, at least at first half of game comanders are integral in offence and defence as they have very high building and repair power so they can help units a lot. Also depending on game can have some super power(basically insta kill, to anyhing in line, allied/own units included) attack that is limited by resources (and short range). No need to have such a drastic things here, but some incentive to utilise kings in frontlines or econmy could make game more interesting. Since not using them would mean that you start to lag behind, while if using them you should be very carefull.
act as fotress, like Lord_P suggested, though that might be a bit too powerfull and/or end up in unpredictable loss.
Have hefty attack (maybe increasing with tech)
Increase attack (or defence) of units that are in the same square (though increasing defence seems like a bad idea)
Some kind of super worker status, build terrain improvements fast, also possibly be able to build fortress even without contruction (they are kings after all and want castles:) )
Extended vision, though iirc they already have vision 2, could be extend more of course
And probably most interesting for me: king with spy (or at least diplomat abilities)
Can of course also be combination, I would probably go for super worker(+ fortress anytime) + spy
Can be three different kings with different abilities each.
Edit: two more -
heal units on the same square(maybe even adjacent)
increase output of square it's standing on, significantly, let say 200%, thus you might want to place king on that minable railed coal square to get lots of production, though if city is built on such square leader will again be just showed into city....
Well so much for wildish speculation. Thoughs on that? (also there is pesky deatail of implementing such changes, but from my current understanding most of mentioned things should be doable with ruleset modifications only)