I finally finished one loooong game on a huuuuge map, so here's my feedback (random points, no prioritization or anything):
1) I would definitely love to see a "Select all ships" button, and/or "Select all ships of this class/type" one.
2) Upgrading ships doesnt seem to consume any credits. Pretty sure it's a known issue, but still
3) When new ship designs become available, the sorting order in shipyards is broken. You have to manually click to re-sort them
4) Please add support for the Escape key for more menus, especially for Diplomacy ones. Also, make it that ending the conversation with specific faction returns you to the list of all factions, saves some annoying clicks.
5) Resource usage on big maps/long games is a problem. Seems to me to be more Video memory related, as my box is with 16G RAM and the game barely just above 2-2.5GB. But there are constant disk overload, much like swapping, especially when switching to a new region on the map. I do hope this is optimized for the finished product, but it seems that currently 2GB of Video ram aint gonna cut it.
6) Probably a feature, not a bug, but ships being upgraded are pretty uselsess in defence - got a fleet with 5x stats of the attacking one wiped simply because I pressed the update button 1 move before the battle
7) Build queues sometimes get bugged - they dont display new entries on the screen. Seems to be only a display issue though - if you exit the screen the selection is actually remembered. Happens for both Planet and Shipyard queues
8) Ships on annexed planets do not convert! At least not fully - they just sit there and you cannot do anything with them.
9) Some annoying dimplomacy spam occurs even after you wipe an enemy - the piece offerings continue for each and every turn even after the enemy is no longer visible on the diplomacy screen
10) Low level ship designs seem to disappear from the builder - for example a 'cheap' constructor is nowhere to be found. Unless I decide to make a new design, I am stuck with spending time/resources on a Constructor M16 instead of getting the 4x times cheaper one that does the same job for me. Give us more some filters there please.
Some other things probably slipped my mind, but I'm sure most of the obvious ones are already mentioned or are being addressed for the next patches 
