Commerce would be so cool, especially if you only get money for the trade when your trader unit reaches its goal to sell/buy. That would mean someone who pilfers (or kills..) the unit gets however much money it would be worth upon reaching its target, or whatever it was carrying.
You'd have to somehow protect your assets, seeing as this would be a nice tidbit of income to someone who you don't notice setting up semi-permanent ambushes in the trees by the road. Orc's would get tons of cash if they prey on a player who has overly long trade routes. If you need stone, find a stone caravan, kill it, if you need gold, let the caravan go to the town, kill it on the way back when its full of gold!