Duke Nukem Forever (rofl)
Team Ico's new game - a lengthy (5-10 minute) video of gameplay footage, so I know exactly how it plays and can get a good look
Diablo 3 - I want a playable demo
(fuck, just remembered Blizz is too big for E3, gotta wait for Blizzcon)
Modern Warfare 2 - 5-10 minute gameplay video please, no more teaser shit. I want to see footage with a gun in the bottom of the screen.
Alan Wake
Half-Life 2: Ep. 3
American McGee's Alice 2
Aliens: Colonial Marines
Dante's Inferno
Doom 4
Max Payne 3
Rage
Thief 3
New PSP - info on what all is new, what is missing (like the UMD drive), pricing info, digital distribution info (will all or most existing PSP games be made avilable if they're going for a 100% DD setup?
The best part about E3 is always the unexpected announcements, especially when it's one of those secret projects that's far along and you get to see lots of juicy stuff for it.
EDIT: BTW not only will Blizzard not be there, but I read that the head guy from Japan on Dead Rising 2 is afraid of the swine flu, so he won't come, therefore DR2 won't show.