It's funny that when I look back where I was 7 or 8 years ago to today, the bulk of figures and licenses I have been interested on have materialized, though either official or unofficial channels--Marty McFly, Reeve Superman, decent 1984 Terminator figures, decent Star Wars figures, a decent Ellen Ripley, etc. On the custom side, nice versions of Blade Runner, Jack Torrance, Indiana Jones, and Teen Wolf.
There aren't nearly as many core gaps now. But a few areas I would love to expand on are:
1) horror: I like the Stephen King focus, since there are so many great Stephen King characters out there in film. But I would like to see truly high end versions of various horror characters, be it classic Hitchcock and Universal Monsters, '70s and '80s slashers, the Thing, etc.
2) musicians: We've had a smattering of these released through different channels. I still love my Hot Toys Thriller-era Michael Jacksons, and my Cheungkinmen Freddy Mercury is a centerpiece of my collection. But there are so many great musicians I would still love to see--Miles Davis, John Coltrane, the Beatles, the Police, early/mid-80s Madonna, Roth-era Van Halen, etc.
3) professional wrestlers: I have one terrific Macho Man Randy Savage custom that I obtained from another boardie, but would love to have more. It's nice that Storm Collectibles is doing Hogan, but I'm more interested in guys who could really put on a show inside the ring: Bret Hart, Ric Flair, Shawn Michaels, Big Van Vader, Tiger Mask, etc.