There have been a few last minute replacements for roles:
-Most people know the actor who played Lazarus had to be replaced when Drew Barrymore's father, cast in the role, didn't show up.
-Vaughn Armstrong also replaced someone for his role in "Sleeping Dogs".
-Most people also know the unfortunate circumstances why Kivas Fajo and Liam Bilby had to be recast in their respective episodes.
I too would be interested in know who the first choice of Dukat would've been. Is it someone who's worked on Star Trek in another role? (I think J.G. Hertzler read for Dukat too).
I can understand wanting to spare someone the embarrassment of letting their replacement be too public, especially if it was simply a case of not being right for the part, rather than being difficult or something. (Robert Zemeckis and Bob Gale, for instance, held no ill-will towards Eric Stoltz, and have been reluctant to let people see the BTTF footage he shot, not wanting to embarrass him, especially since he's still a working actor).
That being said, I don't think there's necessarily any shame in people finding out that you auditioned for a role and didn't get it. That happens to every actor. It's no black mark. Jeffrey Combs has given us some phenomenal performances, but I don't think anyone here would say he would've been right for Riker, as the character appears written.
I remember reading somewhere that Colm Meaney read for one of the main TNG roles and the conn guy that evolved into O'Brien was a consolation prize. I wonder which it was. (Probably Riker or Data). I was surprised to learn Rosalind Chao had read for roles too. (Tasha, and I think maybe Troi).
These "road not taken" stories have always interested me. I'd love to get my hands on some audition sheets, either for guest roles or regulars, and see who some of the names are. I'm sure a few would be quite surprising. (Come to think of it, if I ever get to, I'd love to ask some of the casting people about that).