I realise that you're not aiming for something perfectly polished, so some of these comments may well be ignored, but here goes.
I prefer to have bug reports on my forum (where I try to maintain a bug list), but are you kidding? Excellent comments, thanks.
Once I manually create the logs directory it spams XML parsing log messages to stdout.
I think I may already have fixed the log creation bug, but I'll have to look into it. The log messages to stdout .. hmm, I suspect I've forgotten to turn off development mode when I packed the jar. What OS are you running this on?
The UI could be streamlined a bit. For example, I can select a unit in one province A and move it to any connected province B I control, and once there I can attack province C which is adjacent to B. But that takes 4 clicks: left on A, right on B, left on B, right on C. Why can't I just left-click A and right-click C?
Mainly it is because it can make a difference which province you are attacking from (whether you are attacking across a sea crossing or not). But I take your point; it is one I've considered myself, though I haven't really found a solution I am satisfied with.
Why are there 3
- buttons on the message window? The top-right one I understand, but I never dared to click the other two.
Edit: okay, it's supposed to be a scrollbar. Something's gone very wrong. I can supply a screenshot if you need.
Laziness on my part, rather... haven't gotten around to finding some suitable graphics for the scroll buttons. I'll have it fixed for the next version.

I don't like the way the map jumps to the bottom-right after every move.
Ah. The map "jumps" to wherever the last action occured. I guess I should turn this off, as it doesn't really help the player.
Messages like "Thracian Phalanx destroyed by Punic Phalanx" aren't very useful without information on which province was attacking which province. What would be most useful is to just give a summary of each power's net change in troops and province gains.
The first message prior to the unit vs unit information always tells where the battle is occuring. I agree with your point, though; I went for the message spam approach in this version, and it definitely needs to be dialed down.
From a gameplay point of view, I want a way to disband at the very least the limitanei.
That is a deliberate decision; chosing when and how to use them is part of the game (they also represent fortification works in addition to troops). The mobile units can be disbanded simply by attacking a barbarian province.
Thanks again for the feedback. Don't hesitate to give me a poke if I can return the favor.