Secret passages; say, between the kids' rooms...
Absolutely! Towers and passages would be on my list. At least one must be behind a bookcase. And a secret entrance / exit via a tunnel some distance away from the house to the other side of a bush or rock.
Lofts are also good. And slides.
I was going to include a basement under the house, and a secret underground tunnel to a summerhouse in the garden. Handy as a way to get out in cases of seige...