I have always wanted (in any MMO with factions) the ability to change sides without having to change anything else. In the physical world, we have defectors, immigrants, and slaves who have become citizens. My Russian professor was an escapee from the Soviet Union. It was her lifelong wish to change factions, and she was so happy to be in the United States.
I know it is complicated design-wise, and I completely understand why Blizzard doesn't do it, but I think it would be perfectly logical that some residents of Azeroth would want to change sides. A human might want to live the simple life of a tauren. A blood elf may long to return to nature and attempt to fit in with the night elves. A gnome and a goblin might fall in love.