I think right now, it is hard to create a all in one unit. Though the surface is close.
Time should be spent on making upgradable devices that can snap into the surface, the keyboard or the docking station. Granted this could make the device thicker but over time it should get thinner as the devices reduce in size.
What should be snapable is the drive, memory, video card, I/O ports, audio card, and battery. (if room maybe the cpu and cooler) Making a truly an upgradable system to compete with desktops and destroy laptops.
A better system to provide power to external devices
Think about ways to provide power to the device when power outlets are hard to find - Airplanes, trains, subways, the woods, living off the grid - In other words find alternative types of batteries including using external batteries, DC power cords, someway to use USB charging and so on.
The pen needs more pressure levels
The screen needs an overlay that is softer to give the feel of paper - more friction is needed and can be an option accessory
Allow all buttons on the pen to be assigned by the user
Allow the top row buttons on the keyboard to be assigned by the user
Create your own DVD/blue ray drives that require less power
If the keyboard cover was thicker, it could be a place to snap the pen and a small mouse into it.
Keep working on getting it lighter (this should stay in the mind when thinking of ways to create the above)
Granted some or most of this maybe unreasonable for the next version, but should be kept in mind as going forward.