I literally can't remember a time when Arsene Wenger wasn't the coach of Arsenal (I was like 4-5 when he was hired), so it will be a profoundly strange feeling the second he quits. In a football landscape where all the top-flight clubs fire coaches continously, and sometimes haphazardly, Arsenal stands out from the crowd. So, the concept of a long-term coach in itself is romantic and compelling to me.
The problem is that you need the consistency of someone like Guy Roux or Sir Alex Ferguson to pull it off successfully, and Wenger isn't up to that level. Well, technically, always qualifying to CL is a form of consistency, but their fans have higher ambitions than that.
Kind of a "left-field" suggestion, but I would love to see Frank Rijkaard (retired) making a comeback as a coach. I liked the job he did at Barca, and he would be able to implement the same technical style of play that Arsenal has during the last 20 years or so.