Well, I've been bitchin' about this for years, ever since Season 2 of SG-1, but I really, really
would've liked to have seen the Furlings at some point. Thor (or whichever Asgard O'Neil met the first time he made that jaunt using the extra chevron) rattled off the Four Races that had an impact on the galaxy, and I think its a bit of cheat that we never met the Fourth Race.
Soooooo, I would've done a story where Jackson traveled to Atlantis to do some research and accompanied Shep's team to a world where they found the Furlings had migrated to a long time ago. Just as the Asgard were a recurring race on SG-1, so too, could the Furlings have been on SGA.
And speaking of Jackson, that's the other thing I would've done differently, I would have made Shanks appear several times in the last three seasons. Getting to Atlantis was extremely important to Daniel Jackson, and I think there should've been more use of his character on the show, save for the one-shot in Season 10 of SG-1.