More Stadium Games (Board the Platforms?)
YES.
Better online play, with a lobby to see who is online
YES. Massively better online play is necessary
Noooo.
Er... Banjo-Kazooie isn't owned by Nintendo and isn't cool like Snake, and unlike Sonic his games aren't even for the Wii.
Potentially, but he really is kind of lacking in abilities. He can drop bombs... and... what?
Again, not a Nintendo character.
That could be sweet.
Would be incredibly lame. I really hope they don't include Bowser Jr.; he's lame. The Koopa Kids are cooler, and even they are too lame to be included, and they'd just be lame clones anyway.
That could be cool.
More creative Final Smashes (one Landmaster is fine)
I hope they completely change the Final Smash mechanic. One thing that might be cool would be to charge it with taunts, as a means of making stalling less possible.
Really, the Mario franchise is tapped. Waluigi is lame as heck, Bowser Jr. is lame, Daisy is lame (and just an alt colored peach anyway), and Toad isn't really a fighter. Really you're looking at overly-specific characters. If any such character were to be added, I'd say it should be Magikoopa. So there shouldn't be any new mario characters. There weren't this game, and I hope they don't put any more in next game, either. But they've held steady for two games, so hopefully they'll come from other franchises.
Honestly, I think the Bomberman suggestion is the best one, as are Golden Sun and King K. Rool. They could always throw in another pokemon, because pokemon are arbitrarily cool. Krystal would be a good addition, so long as she acted more like she did in Dinosaur planet rather than being yet another Fox clone.
Once you get beyond that, I'm not sure what else there is worth adding, character-wise. You could always dip into the more obscure games for a sufficiently cool character.
Final Smashes need to be made less broken, and it'd be nice if they were more integrated into gameplay, though they're okay as items so long as they're fairer (as battling over smash balls is kind of cool). Giving Falco and Wolf distinctive final smashes would be cool, too.
I'd like to see the more punchy style of Brawl maintained, with combos being short and sparse.
I'd like to see chaingrabs and similar things removed entirely.
Infinites should be removed. You should not be able to infinite someone against a wall, either. That includes ICs.
...that's really about it in terms of direct wants, though of course more cool stages would be nice, as would a better stage builder (one which doesn't suck, in other words). More single-player and multiplayer modes would be nice, as always. Having varied stages is a good thing, and walls shouldn't be abusable so that they can be used in actual tournament play more often.