I can't say I would want any removed entirely because I wouldn't want to take that dimension away from the game, but it would be kind of nice to be able to turn certain disasters on and off at times, or maybe research/build something that makes you immune to a particular disaster.
(NOTE: This mostly applies to the colony games, because in the campaign missions everything counts, and the disasters are an important part of the challenge)
Take electrical storms for example: All the storms I have ever encountered are small and do very little damage, but they can do that little bit of damage to dozens of buildings/vehicles, which I then have to repair one by one. It's not a threat, just a nuisance, like having to clean up after an overactive child rampages through your house or something. God it would be great to at least be able to have some spiders patrol the colony and automatically repair damaged buildings... [wistful look]
Also, I would love to disable the Blight in Plymoth Starship II. I don't mind having it as an option to try to beat the blight, but I have always thought of colony games as a sort of alternative path, like what would have happened if Eden hadn't destroyed the planet, and I really love the chance to play for many thousands of turns without interruption.
(When I get some ambition I'm going to try to "hack" the file for that colony game to remove the blight. Wish me luck)