Good Ideas XselenS!
Would you want the moons to be a seperate grav well that you can only get to from it's planet? Or are you thinking the moon would be in the gravity well but perhaps creating a addon to the gravity well? (ie. one large sphere around the planet and the center of the moon being on the edge of the gravity well and then a smaller gravity well of the moon extending out)
What I'd like to see in the second expansion is some alternatives to victory, mostly based on culture and economy. It only seems fitting that if entrenchment provides the barriers to entry, we could then focus more on our emprie building. Adding a wonder victory would be really nice and with that some wonders as well. It would be neat to have both space based and planet based wonders.
Space based
We could creat say a giant frigate facilitly that builds frigates at 3x the speed.
A galactic trace port that increase the trade income of all trade ports in your empire by 10% (maybe an ally bonus too, ie. 10% to your trade ports, and 2% to all ally trade ports)
Planet Based
Built in the planet upgrade sceen, we could have things like:
Urban Planet where the enitre planet becomes urbanized (coruscant capital in star wars) giving a 200% population maximum
Planetary shield. Gives a very powerful planetary shield that reducees damage by 50%
Planetary cannon. Gives a charge shot that deactivates a ship or causes severe damage.
Wonder victories in Rise of Nations used a point system. ie. if you built 10 more wonder points than your opponent a timer is set off. In age of empires I believe you just had to build one wonder to win.
I was thinking for sins it could be something like, you have to build 6 wonders, 3 space based, 2 planetary and 1 super weapon. There are a lot of winning condition options though for wonders. It would be really important to give the option to have alternative win conditions on or off though, to keep everyone happy.
Culture
For Culture I don't have a lot of ideas. Maybe you could steal population from nearby planets rather than just allegiance. The population from the planet would actually be distributed to your neighbouring planets.
Economics
For Economic activity, I'd like to see more in the way of trade. Rare resources would be neat. We could find them like we find artifacts and they could give mini bonuses to every gravity well with a trade port. So if you found a hard crystal deposit, all gravity wells with trade ports would get a 10% speed increase in building ships or something to that effect. Mineral deposits could boost population, fine silks or consumer goods could increase allegiance. Furthering that idea, maybe you could sell these to other players. So you could offer a safe trade route to that gravity well in exchange for credits. In other words, players would find in the trade screen different rare resources for sale, by buying them they would then set up a trade route to that port.
Diplomacy
I've seen it on these boards before, but it's good to mention it again: Spy's, terrorism and counter ops. It would be really cool to steal credits from oponents or neutral players, blow up someone's trade port or incite a revolt on a planet.
Besides that though, trading planets, setting up triple entents or mutual attack alliances would be really cool. Giving your allies fleets would be handy too. Giving objectives would be very fun. You could tell a neutral player or an ally to attack a planet for you in exchange for credits. Maybe even setting bounties on specific ships.
As for the Third Expansion, I believe your dead on. I'm guessing a 4th race and a campaign.