1. You can customize how you load workflows. My favorite part of Customizing the Microsoft® .NET Framework Common Language Runtime is custom loading assemblies from a structured storage file. In WF, you can load workflows by type or from XAML. Of course, these the XAML - or even the types - can be loaded from anywhere, or even generated on the fly. If you need more control, you can swap out the default workflow loader service with one of your own creation.
2. You can swap out the default workflow scheduler. How about a scheduler based on the Concurrency and Coordination Runtime (CCR)?
Side note - How about a official home page for CCR? And while I'm asking, how about a download for CCR separate from MS Robotics Studio?
3. You can add any object to the workflow runtime as a service. You're not limited the services the WF runtime knows about. Of course, WF won't use your service, but you can build activities that use it. This is likely to be huge for getting data in and out of the workflow instance.