Definitely passive house, well insulated and sealed but with good solar and maybe wind generation capacity. If I have built it myself, I would probably also try and include geothermal/groundsource heat and a heat exchange system for fresh air coming in rather than windows that open.
Decent cellar is an absolute (has been on my list for my self-build dream for donkey's years). General storage (off season clothes, Christmas decorations, etc), plant room (for my geothermal, solar, some battery capacity etc), decent long term preparedness storage
(not as much as "I can survive for a year from this room" but having space to be able to stock up in bulk a few times a year, store gluts from garden, and generally reduce my need for big weekly shop to once a month or less, and including a decent chest freezer), and a wine cellar (not massive room but a reasonable sized decent closet that is relatively stable temperatures).
Proper utility room with good laundry set up including a couple of laundry maids hanging from the ceiling for indoor drying when necessary, tiled floor with a tap and a drain so I can clean mud off boots, and a door to outside from that room.
Proper greenhouse and kitchen garden. Suitable for growing some things year round, decent compost making space, decent paths to allow me to use it all year round no matter the weather, with decent system of piping laid around to easily water when needed, some beds at ground level but some higher to not always bend, plenty of shelves and brackets to hold pots/baskets, brick wall facing south to extend growing season on that side etc.
Decent additional building for storing and mending tools etc - combination of decent, well organised storage and a functional workshop ("tools" probably including at least a small working vehicle to move things around and do some heavier jobs than by everything hand). Probably also a separate potting shed for garden stuff.
Orchard of fruit and nut trees. Also some other woods that can be coppiced or that I can replenish so that I have wood for burning in a stove. (Which would also mean needing a dry wood store tacked onto the side of some building somewhere).
Water source, preferably either a spring or decent clean running water that I can use in emergencies for drinking but mostly have for watering garden and potentially as a power source. Build in good rainwater capture to the original build of the house and other buildings. My preference for grey/black water would be a reed bed system that works to clean the water leaving the house.
Space for a chicken run with good house for them that is easily accessible for me as well (to clean as much as to gather eggs), plenty of secure green space for them to run around etc. (Completely free range may be possible, but they would at least need a decent sized fox-proof run for night). I'd also like a couple of pigs, couple of sheep and maybe some goats for milk (for cheese-making) and meat - but to be self-sufficient not big scale.
And other than the house, workshop, potting shed, greenhouse, housing the animals and space for their feed etc, I would also want space under cover that I can use for other things like smoking, brewing my own, making cheese, drying herbs/fish, etc. And nice space outdoors to sit when I have time to unwind, with decent chairs, table and a good BBQ (as in effective not necessarily named brand - could be bricks and a metal grill but set to cook well), and situated to be sheltered from wind (and a sun canopy when needed).
Inside the house, I would also want a good workroom, where I can have my sewing machine and materials to do any making and mending whether sewing or knitting (but also my other fun crafts like cardmaking or cross-stitch). Mixture of practicality and relaxation.
And as well as all my nice gadgets that I have the battery power to keep them going, I would also like a good library room - with lots of shelves for my books (a mix of my resource books on how to do things, and reading for relaxation books) and space to put a couple of relaxing chairs and lamp for that reading, and also my guitar and finally get a piano.
If I had space for a pool/sauna that would be great. And also some exercise stuff (bicycle, maybe a couple of weights etc) - but a pool would be great for me for exercise and I can throw a mat down in quite a small space anywhere for yoga etc.
Nope, never thought about this at all.... 
(And almost 100% of that is pipedreams - I'll probably be in a 3-bed semi in suburban-land for the rest of my days.)