Will Sapphire tell me her real name? Will Ruin discover his past? Will Vipir the Fleet make himself useful by dashing across Skyrim? Will Thrynn be a bad-ass ex-bandit that will kick the crap out of anybody that looks at me sideways? Will that one elf guy nobody likes still be a elf guy nobody likes? Will Vex finally stop being a [censored]? Will Delvin be a badass?
Beyond that, having Ralof or Hadvar as a follower would be neat.
Hadvar upon finishing the Imperial storyline/Ralof upon finishing the Stormcloak one. You have a history, started this whole thing together, it would be nice to see it through to the end. (Marriage options as well, please)