When it comes to games, I feel like the newer entries (especially 17 and 18)are more friendly towards newer players and are better for a casual experience considering the gimmicks they provide, since not only you can unlock extra through an easy clear in newer games, but also because players who just aim for a clear (that is, non survivalists or even score player) can comfortably rely on games gimmick instead of just using pure skill and practice. Said gimmicks from newer games also give A LOT of option that basically allow you to survive the games better on one side, or even give more replay value / longevity to the games. It's also a pretty big help that they have made a clean break from the not-so-newer games (TD, DDC, LoLK, HSiFS)'s heavy reliance on RNG AND giving massive amounts of ressources (except for TD) to compensate
I've personally got a TH17 Youmu wolf lunatic clear with 0 lives and 1 bomb remaining despite doing VERY LITTLE practice thanks to the roaring mode + bullets cancels, while TH18 flawless Lunatic centipede runs attempts just gave something to aim and try for for quite a bit (as well as a bunch of Lunatic runs for the failed flawless centipede runs)
Furthermore 17 definitely has extra polish and more thoughts put into it since it pauses the gauge during conversations and is far of a friendlier system compared to UFO, a massive step up considered it came AFTER 16.5 and all its design issues. Likewise for TH18, which featured a bonus secret with the blank card, allowing to unlock the third card slot.
As for TH19, the introduction of the barrier pretty much changed the way to play the game into something completely different from the demo, as not only are you incentivized to use level 3 more, but also because the use of level 3 translates into an attack on the enemy side, meaning them having to react, potentially lose a barrier, try to survive until the next level 3 to use on their own. Additionally, characters using different patterns means that at a higher level of play matchup understanding AND pattern understanding ARE a thing (for example you wanna stay high against Tsukasa and try to avoid the upper middle sides against Zanmu).
The recurring issue I see with the mainline games these days is that ZUN generally fails to consider the top level of play in his game design : back to 17 and 18 for example, they're generally pretty solid with the gimmick and reliance on more static patterns, but at the highest evels, you have survivalists and score runners : survivalist don't rely on gimmicks, only pure dodging AND even ACTIVELY AVOID to use the gimmicks : 17 and 18 have TANKY ENEMIES and pretty much a system that give you options to work around that (roaring mode, ability cards), but survival means none of these options : you just play a game full of tankier enemies without relying on the gimmicks the stages are balanced around of : definitely a clunky experience.
There's also the occasional bugs from the games : the bomb to unsurvival the survival spell is a reoccuring one since TH16
Additionally, the tools that ZUN give can be considered to be less thorough when compared to the practice ones from fan made tools : regular touhou practice tools are just spellcards and full stages, but fanmade tools allow you to try specific stage sections (some SUPER hard ones that require practice exists) AND nonspells : the old Touhou practice mode can therefore be considered to be archaic and less comprehensive in comparison.
There are also a few design issues with games that take a bit from their merits :
-TH17 has got some visibility issues that pop up when you use your empowered shots ; also a super weak (and supposedly bugged) Youmu Eagle
-TH18's miracle mallet kills the scoring scene as not only makes scroll-rice-mallet Sakuya + reliance on RNG to get phoenix card (in order to suicide for Sakuya bombs and farm gold items more) combo the only viable choice AND can even reach counterstop point. The system actually work but the miracle mallet is too centralising, there probably should be a TH18 scoring category where mallet is banned or something, only solution I can think of
-TH18.5, despite being about cards, really is about the magic system, and any other build besides the one that empower the magic attack just do not compare in term of power : spamming magic attacks (+cards that makes that easier and stronger) is superior to any other choice, so it take away from the multitude of cards available
-TH19's bombs drains your gauge too, meaning a great difficulty when it comes to recovery, even moreso if the opponent is forced to react to all the crap you've sent to their screen with the bomb, leading to a ping pong game of death. Things would have been better if bombing in TH19 gave a new shield imo ; also 60% of the cards are pretty much useless
-There being less and less of the previous game's features in the newer games : TH18.5 and TH19's (a mainline game !) lack of replay AND even score
All in all, I much prefer the direction of the games these days compared to before (just dodging patterns plus lots of RNG later, no extra sauce)
My only main gripe is that PIV generation (upon which score runs are based) are generally tied to some bullet erasing option these days, grinding for PIV by repeatedly erasing bullets until timer runs (for ALL spellcards) is boring to me (I've literally snoozed at a autumn scoring run once), I hope that we'll get something more creative one of these days. Shmups are dynamics and intense, the grind and the repeatitiveness kills the momentum and I don't find a score system that encourages that to be interesting.
When it comes to the music, I'm generally pretty fine with ZUN's works, even moreso since he still add new stuff to his formula (TH19 had those chinese-y instruments for Biten plus proper choir like choirs for Zanmu). I'm less interested in super high pitched songs (like parts of Seiran's theme or the first song of Dr LFR) or ones with harsh tune (quite a few that are reliant on the ZUNtars), but I've generally enjoyed touhou soundtracks. If there's something I'd say I'd miss, it would be ZUN's style for games like PCB and IN or even Akyuu's untouched score. Also music CDs tend to have additional weird instruments, but these pretty much almost never pop up in the games. Kinda interested what he'll bring next. Also hoping to see if he's gonna give a theme for Miss iyadeguchi or Miyoi one of these days
When it comes to the world building / lore, I think the introduction of villainous figures from the animal realm yet, honestly, much better than having the Lunarian's threat as a backdrop : Lunarians are not only super distant, but the related lore and story tend to be confusing and complicated, AND their image as a near perfected, almost flawless arrogant enemy's gotta be somehow preserved. As suspicious figures behind the scenes, I think Lunarians give of an end-game boss vibe to be casually put to use. Animal realms guys are better imo cuz they are more vulgar, can get stomped without making them look bad (unless you're Kicchou in TH19), and are not only apparently very easy to work with (featured in 3 games !), but also surprisingly quite connected and easy to connect / conciliate with the world we have : there's Ran and Toutetsu, there are the various, uh, lieutenants that stay(?) in Gensokyo, there's Hell (and related people and factions) that they're connected to, there's even Okina and Zanmu, mastermind tier characters that can be associated with them... Hopefully we're gonna get back to Keiki and Mayumi one of these days.
And when it comes to themes, there are quite a few in Touhou, even moreso since ZUN uses it to ramble about contemporary stuff most of the time, but my LEAST favorite one is easily alcohool. Sure, it's the man's passion, but as a non drinker, it's something that I don't particularly care about. Oh, there's this particular kind of old booze ? Yeah, cool, whatever. The girls getting drunk is a sight I'm pretty familiar with, but as a non drinker who's seen, ahem, unsavory traces left by boozehounds (+ the smell, good heavens the smell), I just take drinking as something that's part of Touhou's identity (despite raisonably adding nothing in particular). Also people really need to stop asking ZUN what's his favorite brand of beer is in his interviews, I've seen it asked quite a few times, like come on now.