1. Build a stronghold and attract followers
2. Explore a dungeon with a bunch of expendable hirelings
3. Become an Immortal
4. Find/fight something incongruously high-tech
Sadly, as fun as D&D 4th edition is, I doubt that they're going to be covering any of those things any time soon. (Actually, none of this stuff has really been a part of the game since 2nd edition at the latest.)
Hirelings and henchmen have been dropped because the entire combat system has been so heavily revamped since the early days that they're really not necessary, mechanically speaking. Even though I find the idea of having an entourage appealing, in practice, they'd probably just slow down 4e combat, and that would be a mistake. Still, I can't shake the image of traveling adventurers accompanied by a bunch of loyal followers, money-grubbing mercs, and/or cannon fodder.
The high-tech weirdo stuff was never a huge part of the game, popping up mostly in the bizarre module Expedition to the Barrier Peaks or in Judges Guild's Wilderlands of High Fantasy setting. Still, Barrier Peaks was fondly remembered by my older brother Chris, and his account of fighting a mind flayer in a crashed spaceship is one of my most vivid memories of early-80s "D&D story time". There's an appeal to playing a sword-and-sorcery style barbarian armed with a lasergun, I think. Call it Custom Van Fantasy.
On a game design level, I do feel that there is plenty of room for stronghold building, domain management, and even the idea of ascending to Immortal status in 4e, though. I mean, there's already a "tier" system in place, where characters progress from Heroic, to Paragon, and then to Epic. That's thematically reminiscent of the old Basic-Expert-Companion-Master-Immortal progression, and you can become a Demigod at 4e's final (Epic) tier. The Paragon tier, as written, seems focused on planar exploration, but I would be very happy if somebody would publish a supplement allowing for an endgame more in line with the original game. I'd like to think I'm not alone there.