Change is on the mind of many Nigerians today. However i know the first things on our minds as would be the basic things, infrastructure, Roads, electricity supply, water supply etc.
But seriously some other things will impact our lives positively too.

Police services and relations.
Our police force needs to be more available for citizens, should be FREE, more friendly patrols, quicker response and independence on carrying out police duties or investigations and not depending on individual funding of police activity, even from the complainant.
For achieving this, I think the police officer's training and job package needs to be improved on and more educated and qualified officers moved to serve the public. The package should be made attractive such that graduates should desire to serve in the force. All of the things to make police duty worth it for officers should be addressed.

Education
For long has been neglected though some governments have addressed the problem one way or the other, but quality of education will be improved not only by facility development but also by checking the conduct of students and school staff together.

Public Complaints Commission
I don't know much about this one, but if its what I think it is then it should almost be accessible to everyone willing to use it today. This should help check poor functionality of public services.

Transportation
I always wonder why Nigeria cannot have very functional city or intercity rail road system or other transport system. Many governments have tried to put transport systems in place but these efforts to me were not started by addressing the fundamental problem that might bring about sustainability. We need to see more secure transport systems operating on safe roads, within the states and interstate. If safer roads could link our states with streetlights and security, that would be a dream come true.

Emergency services
Police, Fire and Ambulance services should be improved and be available on call. With the support of a good public health care system and a well funded casualty unit in our hospitals maybe there could be more meaning to life. There should be some compensation for medical establishments who take up responsibility during emergencies or fatalities.

and more.

wakacome:
Uninterrupted power supply,uninterrupted power supply and uninterrupted power supply!!!any government that do this in nigeria has just solved 60% of the problems in naija....

Seconded.
As for security that one is automatic

wakacome:
Uninterrupted power supply,uninterrupted power supply and uninterrupted power supply!!!any government that do this in nigeria has just solved 60% of the problems in naija....

This is true. And will givea boost to security management too.