Prediction time:
On Thursday, we'll get the release date for the console in the main territories (Japan, US, EU), and possibly the price (although they may wait a couple more weeks for that), along with pack-in details. If the reported pricing details are correct, then the bundles are as follows:
$249 - Console and gamepad, no game
$299 - Console, gamepad and Wiimote/nunchuck, Nintendoland packed in
$349 - Console, gamepad and Wiimote/nunchuck, Nintendoland packed in, with 250GB HDD and Wind Waker HD download code
The games on show will mainly be from third parties, although they'll of course show clips of NSMBU, Nintendoland, Pikmin 3, etc. Expect Black Ops 2, Warfighter, Madden, etc., and possibly one or two other multiplats that haven't been confirmed for Wii U yet (nothing major though).
We'll get details on the online service, with a demonstration most likely involving Black Ops 2. We'll get info on the console's "Entertainment" functionality, which should include a unified interface for streaming services like Netflix and Hulu, alongside some sort of social component. It's also possible that the console will allow you to watch streaming content on the TV while someone plays a game on the gamepad screen.
Nintendo will talk about the Virtual Console service on the Wii U, and will confirm that you can transfer your VC games over from the Wii. We'll also get confirmation that you can play VC games on the gamepad screen, and that Gamecube games will start to appear on the VC on Wii U. They'll announce a line of "HD Classics", the first of which will be the aforementioned Wind Waker, which will temporarily be exclusive to people buying the $349 bundle.
We're not going to get any earth shattering new game announcements, but it should be a decent conference to pass the time until launch.