I think Dragon Age is the game that I'm most looking forward to learning more about at the show as very little has been shown on it so far. Likewise with Alan Wake. That game is looking great and I'd really like to learn more about it. Hopefully, there will be some new Starcraft 2 info as well, but I'm not so sure about it since they announced it so recently. I've also been playing the Sins of a Solar Empire Beta a lot lately and I'd like to see some more info on that game. Stardock will probably fly under most of the press' radar though given the new format of the show, if they're even there.
On the console side, I'd like to see more on Too Human. It seems like that game has come a long way since last E3, and I'd really like to see how close it is to completion as well as get some details on how the gameplay is going to work. I'd also like to see some real gameplay footage of Fable 2 and some single player details on Halo 3.
Obviously there's a whole list of games that I'm interested in: Crysis, Spore, Mass Effect, Assassin's Creed, Bioshock, etc... but those games have all been shown off quite a bit already. What I really want to see is new info on games that have been more or less kept under wraps so far, or even better something completely new.
Surprise game of the show I'd like to see: Ninja Gaiden 2