I am new to the game, and really enjoying it. But as I play, I am getting the feeling that it centers around an individual mission, so things like space stations and colonies, while fun to build don't have a significant value from what I have seen. I would love to see things like satellites around planets have more value over time, and the ability to "service" them, like Hubble getting new mirrors, oh yeah, a space telescope.
Long term goals would be fun and challenging, like 100 kerbals living on Mun, and then building a supply chain. Space stations that could serve as jump off points for planets, and the ability to assemble large space craft in orbit by ferrying smaller modules from Kerbal. The list could go on forever, it is a really fun game and great concept.