I haven't had the chance to visit your sim before so my comments are just generalizations. First off, to understand what 'roleplayers' want, you first need to recognize that there are a variety of 'roleplayers' out there and their wants are going to differ. You have, for example, the occasional roleplayer who pops into roleplay sims from time to time. These players want a sim that probably hosts free form and that is easy to just 'jump right in' for some momentary fun. Then you got the newbie roleplayer, who needs basic information to get started, guidance from some sort of mentoring group, and overarching roleplay going on that they can insert themselves into because of their lack of experience. But in my opinion, the majority of one's concern should be towards the devoted roleplayer. The devoted roleplayer is a roleplayer that normally looks for a particular roleplay environment and then makes a sim their roleplay home if you will. This player is the sort that you tap into for their talent in creating roleplay scenerios, leadership, and mentoring. If you have enough devoted roleplayers, then you normally won't need to worry about having to come up with the overarching roleplay plots yourself because these players will be doing it naturally. Once you have enough devoted roleplayers, then you have a core group that stimulates the roleplay in the sim and keeps it thriving, even in the lull times.
With all of that said, what do roleplayers want, or rather, how can you foster a healthy roleplay environment.
1. The sim needs to be inviting for newbie players. Having a core group is necessary but in order to keep the sim growing, you need to encourage and develop the newbie players. This means that when you see someone new in the sim, you might offer a private im welcoming them and giving them someone to go to if they have questions. I normally make a point to do this in the sims I roleplay in because you never know whether your welcome might be the tipping point for them deciding to stay or not.
2. Overarching storylines. To a certain extent, you should provide some overarching storylines so that players who can't come up with ideas/scenerios for themselves have something to insert themselves into.
3. Leadership Opportunities for Devoted Players. You need to tap into the talent of your devoted players. Give them groups to command, responsible for coming up with roleplay ideas of their own. This takes the pressure off of you to have to come up with all the scenerios and allows for more imagination because more minds are in the process.
4. Environment. Again, I haven't been to your sim (sadly) so I don't know what your set-up is like. Some roleplay communities include residential areas to encourage players to make the sims their homes. There needs to be areas that foster easy entrance roleplay (i.e., taverns). There also needs to be areas just for the separate groups to have some privacy and scheming sessions. Additionally, there should be hidden areas and places that foster one-to-one roleplay encounters (i.e., benches under lovely trees or by a fountain).
5. Free-form. This might just be my personal preference but let players play. I know there are boundaries in themed sims for dress style and language used, but to me, roleplay is about having fun and when sims crack down on people for insignificant things, it really discourages the players or runs them off.
6. OOC events. It is good at times to host OOC events to just let everyone hang out and have some fun. This develops a sense of community. Normally this is done by holding dances, concerts (inviting performers to perform in your sim), etc.
7. IC events. Similar to OOC events but such events are done IC. So you hold a tournament or a dance, and everyone comes in character to enjoy the event. It is a more relaxed situation but gets people to interact with one another and maybe meet other new players they normally wouldn't encounter.