What does Aro mean when he says, "They have something I want.." ?

What he's refering to is the power that Carlisle's family has,in particular Alice and Bella's powers.I am sure he would also want Renesmee's power too.He covets power and wants the most powerful Bampira to serve him as members of the Volturi.He would also want Benjamin's power,Kate's and Zafrina's and whoever else's power he feels would be beneficial to him, because that's what he wants.[This is from pg.532 of Breaking Dawn,book 3,Bella:Even in the short time I'd known Aro,I'd been able to see that he was a collector-and his most prized treasures were his living pieces.He coveted beauty,talent and rarity in his immortal followers madami than any jewel locked in his vaults.It was unfortunate enough that he'd begun to covet Alice's and Edward's abilities.I would give him no madami reason to be jealous of Carlisle's family].

He wants Alice and her gift to see the future.

I think he wants Bella.
He does not know about Renesmee yet.

In the book he wants Bella to sumali the buwitre and wants to kill Nessie