I'd like Nintendo to ideally make a new Custom Robo game. The last one that came out was back in March 19, 2007 with Custom Robo Arena. The development company is called NOISE and has worked with Nintendo for a number of years, however, it has been quite some time since their last title.
This holds merit when one considers that the upcoming title Xenoblade Chronicles X has giant humanoid mech suits called "Skells" ("Dolls" in the Japanese version), which are used to combat the various enemies in the expansive open world environment.
I also expect to see Starfox Wii U with an all new trailer for the game, as well as a brief glimpse into the main plot (if possible). I've been a fan of the Starfox games since the release of Starfox 64 (I have yet to beat it sadly, as I've only recently downloaded the game on the Wii's Virtual Console). I did however manage to complete Star Fox Assault and rather enjoyed the game.
Although Nintendo mentioned that The Legend of Zelda for the Wii U would not be featured at E3, I still sort of hope that maybe they will toss out a teaser trailer or something to whet our ferocious appetites. In addition, I eagerly await more information on Fire Emblem and the Shin Megami Tensei x Fire Emblem crossover.
Microsoft, Activision, & et cetera
As for Microsoft, Bethesda, and the rest, I want to be surprised and dazzled by their showcases. I don't know exactly what to look for, but I'm hoping that overall, I will be impressed.