I didnt read all the replies, so forgive me if I mention things already mentioned.
Id do a gun/safe room for sure. Half my safe is full of things that dont go boom. If i could do over, id get a vault door.
As your house is being built, and especially after wiring, plumbing, and hvac, take pictures of every wall in your house. I did, and have looked at them many times. Add chase pipes throughout your home from basement to attic, you will use them for something. Put caps on them if they arent in use.
Im a master electrician. If your service is fairly close to the home, easiest way to add generator is at the service. Just have a 200 amp automatic transfer switch put in. That way it powers your whole house and even if its a small gen, you can select what needs to run by flipping breakers so you dont overload gen. I would recommend a 20k watt minimum though. Keep ya warm or cool, live like the power didnt go off almost. Run a gas line to where your generator will set if you get a automatic standby.
Go ahead and have your electrician run at least 2 extra 120 volt circuits in the attic, and some below if a crawlspace. Its way easier and cheaper now then when its finished. If you plan to have a big patio, hot tub, or whatever, i always liked to put a small outdoor sub panel near that area. Everyone i did it for thanked me. If you have a 2nd story, get a sub panel up there also. Theres always stuff being added. Id run coax for tvs, cat 5 doesnt get used much anymore with wireless internet, but I would run about 4-5 cat 5s to shop. U can run about anything on it now. Tv, phone, internet, security. If you do security, hard wire everything. That way you dont have 25 batteries to mess with, and ugly sensors all over every door and window.
Garages/shops are never big enough. Ive never heard anyone say i wish my shop/garage was smaller. I hear shoulda made it bigger ALL the time. Make your mud/laundry room huge. I wish i had put alot more thought into mine. So does the mrs! If you do a shop, do 2×6 stud walls vs insulated pole barn. You can insulate so much better, and easier to utilize walls. I did insulated red iron. I regret it. Buddy did stud wall with 1 inch closed cell spray foam and batt insulation. He can heat his 40x60 with 2 small electric heaters!
Dont put your hvac unit in the attic or crawlspace. Its just a bad idea for alot of reasons.
I hate my giant tile shower. Looks great, pain in ths butt to keep it that way. Id do solid surface if i could do over. Its so much easier.
Consider sprayfoam. Its higher priced upfront but well worth it. At least a 1 inch layer of closed cell at minimum. Will make your home airtight.
If you have a firepit, run a gas line to it. You will use it more if its not a hassle. Im a fan of wood, but the smoke and hassle gets old.
Think thru your downspouts and any underground lines to get the water away from your house. If you have a basement, dont dump the gutter beside your house.
Put in plenty of sump pumps. 1 is not enough! If you do a basement and can do a walk out with natural drains, id be all over it vs a basement on flat ground. Still do sumps if its a natural drain. Shit happens.
From a contractors point of view, think it all thru and have a plan down to the last detail. Before work begins, meet with your builder and figure it out. Go over things ur not sure of before work begins. Go look at other peoples houses. Spend some time on this, the whole expeirience will be much better for you and contractors. It will cost you time and money if you cant answer questions timely, delay work, or are constantly changing things. Be open to suggestions from contractors. Sometimes good ideas pop up. There may be 10 dumb ideas before a good one. That 1 good idea may be one of the things you enjoy the most. The better you communicate your vision/expectations before work, the more focused and practical the ideas are. The cheapest bid isnt always the best. Ive watched people go thru hell and back from choosin the cheap guy. Not always, but it happens alot. Alot of times the cheap guy is just as much as the guys who really know how to bid a job. Do your homework before selecting a builder.
Good luck!!