Somewhere to poo. I know it has been mentioned, but my uberfighter forgot about these when he built his Fortess To End All Fortresses. My sis was DMing and, oh how she laughed and laughed. And laughed.
So also don't forget a bath-house of some kind unless you want to live in Stinkybum Keep. An infirmary is also a must so you can employ expert healers to look after your followers. You also need lots more workshops than just a forge (and you should also have more than one forge - that way your mastersmith can train apprentices or you can have more than one mastersmith or whatever). Carpentry, leatherworking, fletchery, stonemasonry - all of these things are needed on a day-to-day basis in a functional castle. Sure, you can send out to the local village for labourers and artisans but who want to be dependent on anyone in times of trouble? So huge subterranean food stores and a secure link to a natural source of water is a must.
Make sure that you are ready to defend from aerial attack. Consider that foes will come from above as well as below and to the sides. Rely as little as possible upon magical traps, defences or the like, so build lots of towers with big swivelling ballistas mounted on top. Some kind of system that fires enormous grappling nets mounted with lead weights should bring down most foes. Either that, or build these really big braziers and light them when you are under attack - that way your castle will be shielded from the air by a massive smokescreen, making attacks much harder.
A moat has been mentioned, but you can't have just any moat. It needs to be several hundred feet across (if for no other reason than you want your keep to loom imposingly in the darkness, so the wider the moat the better). Make it as deep as you can possible manage and if you absolutely must fill it with something as lame as water then be sure to import sufficient amounts of giant crocodiles, poisonous toads, aquatic dragons, flying jellyfish and mesonychoteuthis hamiltonii as you can afford. The superior moat is filled with acid, blazing oil, green slime, magma (frickin mag-maaa), blood or even a single monstrous black pudding grown to gigantic proportions. If you can train the black pudding to carry out simple tasks, so much the better.
In addition to regular stables, be sure to have somewhere larger to house your dragons (you do have dragons, don't you?) Keep the males separated from the females and the younger males separated from everyone. Try not to let anyone know you have them - the superior overlord releases a flight of dragons upon his enemy as a surprise tactic, so you would do well to follow suit. If you absolutely must reveal your dragons to your subjects and foes, do so by razing a nearby nation (one with lots of temples is a good choice) as an example. Place the dragons in a large mountain and build your castle at the base. Or better yet, underneath. That way, you are protected from aerial and terrestrial attack by virtue of being hidden underground below a mountain filled with age-segregated and extremely horny dragons, and enclosed within a vast moat filled with a trained black pudding.
Your subterranean lair should be located several miles below ground (more opportunities for magma here, if you are so inclined) so be sure that you design the layout of your toilets, barracks, feasting halls etc to take this into account. I note that you do not appear to have a throne room listed amongst your desired features? Why, pray tell? Such a glaring ommission cannot go unaddressed! After all, where will you gloat before your terrified minions? Where will you plot global apocalypse? In the library?
You do have a library, don't you?