I really want a new a new entry in these series:
Jedi Knight (I still play ForcemodIII for Jedi Academy)
KotOR
Psychonauts
Beyond good and evil
Sonic, both 2D and 3D versions (keep trying until you get it right, Sonic Team and Dimps. Colours was a small step in the right direction for the 3D version.)
Warcraft (An RTS, preferably ignoring all lore that has to do with WoW, but that won't happen.)
Dungeon Keeper
Commander Keen
Duke Nukem, the 2D versions
Rollercoaster Tycoon (Make it as good as the first one, please?)
Golden Sun
Bad Mojo, I loved that game so much..
Actraiser
Metroid, 2D (Project AM2R has me really excited though. it will be glorious.)
Castlevania, 2D and 3D, both from the old timeline (which contains every game save for Lords of Shadow and Legends. I don't really wish for a sequel to LoS.)
Panzer Dragoon
Legacy of Kain
Guardian Heroes, aaand
Whatever Retro Studio wants to make a sequel out of.
EDIT: Shamelessly stolen from the post above me, Conker's bad fur day!
I am glad these sequels are being made:
Mass Effect 3
Portal 2
TES V: Skyrim
Uncharted 3
Last Guardian/new Team ICO project
Zelda: Skyward Sword
new Kirby project
American McGee's Alice: Madness Returns
Duke Nukem Forever