Intelligent walkers would be a serious threat. I'm not sure what else they could introduce to make walkers more dangerous. Disease from the rotting corpses, perhaps? More walkers-as-weapons, the way the Governor used them?
In this regard the show has been some what inconsistent. In early episodes we saw zombies actually climbing over fences. e.g. when Rick and Glen go looking for the truck to save the group form the building.
In later episodes they don't seem to have this ability any longer.
And as someone noted in order to get into the clothing store a zombie wielded a stone to crack the glass.