Don't get me wrong, I liked the DLC a lot. It had an intriguing backstory, nice new regions, and the VL and Werewolf perks were lots of fun to play around with. But, there were a couple of things that I felt that the DLC could have done better, such as...
1) Actually end the Tyranny of the Sun. Instead of blotting the thing out for a single day (which feels like a bit of a let-down), let us block out the sun indefinitely. Shooting a Sunhallowed arrow at the sun could reverse the effect if we ever regretted it. Also, we could have the Bloodcursed arrows have special powers under a blotted-out sun, and the Sunhallowed arrows have their orbital strike ability under a normal, un-blotted sun.
2) Let us side with Harkon. Some people want to be evil. Why not let them?
3) Serana says she wants to make her family's legacy more respectable. Then I get sent off on quests to kill random innocents while masquerading as the Dawnguard. This is not (to the general Skyrim public) a respectable course of action.
3.1) It would be cool if siding with Harkon results in post-MQ radiant quests that are dark/sinister/evil in nature (think enslaving cities, killing Dawnguard, etc) whereas siding with Serana would open up new radiant quests regarding the "opening up" of vampire culture... think about it. Vampires could sell the gift of immortality, and mortals could sell potions of nonfatally-harvested blood. The vampires could gain a powerful economic foothold with their Immortality Services and administer Tamriel's first blood bank and become a driving force behind Skyrim's economy (too far-fetched? Maybe)
4) More direct Volkihar vs Dawnguard interaction; both factions could launch periodic raids on the other's castle (as in, the raiding party actually ENTERS the enemy castle), there could be random encounters of skirmishes, and the wiping out of the Dawnguard/Vampires should occur in the MQ
5) Let Serana die as part of the MQ. On the Volkihar side, you could choose to kill Serana for ritual sacrifice. On the Danwguard side, you could be forced to choose between Serana's life and the life of an important DG member. Killing Serana should also benefit the player; given all the Serana love in the forums, it's possible that forcing the player to choose between gaining benefits as a result of killing her and their fondness for her character will bring a largely-missing emotional aspect to the Skyrim story.
6) Vampire attacks. Make the majority of NPCs run indoors, Battle of Whiterun style. Nonvital NPCs (those who are not shopkeepers, major questgivers) do not have to run indoors.
7) Make Isran less incompetent. Seriously, you can join the Dawnguard as a vampire, he doesn't try to kill Serana (who is a vampire), and his plan to stop Lord Harkon is "let player run around Skyrim with a Vampire Lord's daughter while the rest of the Danwguard does absolutely nothing."
8) Make vampires stop attacking me while I'm in VL form. Honestly, what are they thinking? "Oh, look, it's the paragon of our species! Let's, y'know, try to kill him for sh!ts and giggles lol"
9) Bigger doors. I know this is a minor gripe, but I should feel like a force of destruction as a VL. Instead, I feel like an obese incompetent due to not being able to fit through many doors and the difficulty of aiming in third person.
10) More versatile dragons. I was in the Forgotten Vale, on a frozen lake, when two dragons attacked. That was a fun fight. I was saddened to find that those were the only two dragons to interact so extensively with the environment.
Thoughts, comments, suggestions? Did I miss anything? Was I wrong about anything?