Chukha-Trok: We know he at least made it to the prototype stage, but that may or may not mean anything in the long run. All kidding about him aside, he's a unique Ewok (and Ewoks sell), and he has the unique distinction of being a non-ROTJ adult Ewok who appeared in both the live-action Ewok movies and the cartoon.
Jaxxon: He's the epitome of everything the Marvel comic was: goofy. No matter how they might try to make bits of pieces of the comic "cool" now, it was goofy. Jaxxon's already been established as being a bounty hunter during the Clone Wars, so he could make an appearance on that show at some point, and I imagine kids would love him. He's actually one of the few characters who would work equally well done realistically or in animated style.
Lumpawarrump: Trimming down Chewie's family to only get one in is painful. I'd like to have the whole family, but, if I can only take one, Lumpy has the most screen time. Malla's Chewie with a dress, and Itchy looks more like a puppy than a Wookiee. And there are no Wookiee kids right now.
Bollux and Blue Max: A cool-looking droid from the 1970s Han Solo novels, with another cool-looking droid who lives in his chest. He's the only character from these novels who really stands out (can't say I'm clamoring for a Gallandro figure), and, well, he's a cool droid.
Joruus C'baoth: Probably the most important unmade figure from the Thrawn Trilogy. An advantage to Joruus would be that, if you don't like the EU, he's an older Jedi with a very long beard, which is cool in and of itself.
Guri: Somehow, despite her importance in the Shadows of the Empire book and comic, despite her being the only new character to not suck, and despite people literally begging for her for over ten years, she remains unproduced.
Jedi Master Kyp Durron: One of the most important EU Jedi, he probably should've been produced before NJO Luke, to be honest. I'd prefer him as a cocky Jedi Master rather than a punk kid.
Jedi Master Corran Horn: We got a Corran last year in the Wal-Mart sets, but not the one anyone preferred. We need him as a Jedi Master, older and wearing green robes. Yet another who could be a generic prequel Jedi if someone wants.
Siri Tachi: A female Jedi about Obi-Wan's age. There really don't seem to be enough girl Jedis (disregarding the insane number of Aayla resculpts).
Nelvaan Mutant: These things are awesome. I would've preferred one of these to most of the other Tartakovsky figures we got.