Hmmm, what would I like in Dawnguard...
More daedric stuff: Missions including daedra (also as enemies), entering oblivion... You all surely know what I mean

Meeting old friends from Oblivion, although I know that's rarely possible. Would be funny if you had a chance to revive the spectral assassin. Wonder how they would let you do this.
It would be also funny to find out why every character starts in prison... But that's - I think - one of the biggest mysteries ever xD