If we're getting crayons out, then a major City which seems very poorly connected is Norwich. Yes it has trains to most places, but they are very slow - new lines aren't just about connecting places without railway stations to the network, but also about catering for modern travel requirements
Thus I'd build a new 125mph mainline from Cambridge to Norwich, directly linking Norwich to the most important commercial and technological City, possibly outside of London. Just one stop (Bury St Edmunds) and a drastically reduced journey time over the pitiful existing one via Ely
This also gives the possibility of reducing journey times from Norwich to London, by having express trains from Norwich to Kings Cross, especially if HS2 takes takes over some of the existing ECML services to give some spare capacity. The Hitchin to Cambridge line would need to be heavily upgraded too or possibly bypassed, plus Cambridge station would probably need expanding
Give me £20bn, and I'll get on with it