Interesting topic. I've not given this much thought. I love the game (despite waiting forever for the playmat), but it is difficult for me to get people together that want to invest in the length of time to play this. Just some random thoughts:
A variant on the win conditions. I liked the A Feast for Crows variant using objectives. I certainly don't speak for everybody, but my friends are more casual gamers and they enjoyed his variant more.
Updated the Wilding Deck would be great. No complaints about the current deck, it's just there isn't a lot of variety.
Adding White Walkers for someone to play would seem to defeat the purpose of some of the tokens that are currently used, but I would love to see them added somehow. Also, I haven't given it much thought on how to address the problem of the White Walkers being more a burden on players in the North. Different win conditions? A different tracker that would cause everyone to lose if they didn't address?
I like the simplicity of the plastic units, but there seems to design space there. Maybe manufacturing them is a problem? Don't know. But having different plastic units for different houses would be pretty cool. Dothraki, Golden Company, Wilding Army, etc.
There also seems to be design space to add additional house cards from which to choose (limiting the amount and type that can be used during the game, of course).
Release the playmat!