Current feature plan for the Oblivion version as follows:
Leveled sex system- Kind of like in WM where the girls advance in level, only it doesn't just determine how much they get paid, it also effects the level of the brothel, which in turn effects what upgrades are available. I'd also like to implement quests to get some girls, some of which would involve beating a girl in a sex battle (if you've played the quests in sexlivion, you'll know what I'm talking about)
Brothel Upgrades- Increase number of girls you can have, add rooms for live sex shows, a strip club, a foxy boxing arena where you can bet on fights
Guards- Watching girls, repelling attacks, use them as companions for dungeon raids, VIP escort services (you want the high rollers to live to spend their cash, right?)
Arena- Place for the guards to train their skills and something to do with uncooperative girls
Rivals- Attack your brothels, diplomacy (trade or purchase girls from them, though you'll be providing them with funds, temporary alliances to take care of other rivals), sometimes all out war, you beat them, you have the option to take over their brothels and businesses.
Quests- I like a good dungeon run and I have quite a few races that aren't up for download on TESNexus anymore, quest for them furries, help some elite guard groups with their own problems in order to recruit them, save your damsel in distress from a client who nabbed his favorite girl while the guards were in a drunken sleep
Sex slavers- A town built on people trafficking, where you can go check out your potential girls. Pick out some male slaves for the arena for your guards to train on, get some older girls who are starting to lose their looks to run the bar and work as matrons to keep the girls in line, use them as slave labor, or free them all and let them have a cut of their pay at the brothel, up to you.
Dungeon- As pointed out, the dungeon is a WM staple. Stick the girls in the dungeon as punishment, or just for fun! Order the guards to rape the girls to get their sex skills up, torture them, or just beat on them. Also used as the decision area as to who goes to the arena to fight against who. Accessible from anywhere via teleportation spell.
City building- This one, I'm not quite sure about, it's going to be somewhat more of a pain in the ass than the rest of them. It may have to wait until the FO3 version, but I'd like for players to be able to eventually build their own city based around the sex trade using slave labor.