Well, of course they're going to have a secret or two left to reveal. They've got to wow people at E3 with something (- other than the extreme likelihood of several playable games, which I guess would be big).
Whether it's major (surprise! HD! Awesome online service interface! etc.) or just confirming what has already been widely speculated (what developers are expected to be on board, what characters are in the next SSB, which games will have DS-Rev. connectivity, if any) is the question.
It's nice to be optimistic and have something to look forward to (I'm going to E3, actually...

), part of me doesn't think it's going to be of megaton-proportions...though if they ever had something so bold to announce, E3 would be where they'd do it.
With the virtual console and unique controller, if it's big enough to top those, you'd think they'd rev up the hype machine about their "secret" a little more.