A gold sink is something I've wanted for a while. Money is only interesting when spending it on a preparation sticks you with an opportunity cost. I always avoided unnecessary preps until I had maxed my kingdom out, at which point I would suddenly stop caring. Having an open ended sink helps keep things interesting.
I'm fine with the devs giving us much-wanted but officially-dissapproved features such as bigger lockers in exchange for gold. I'd like to see a higher locker cap and a more sensible rate increase. I'd also like to see the bank upgrades do something other than just let you hold more gold (so that you can buy the next upgrade, to hold more gold, to buy the next...). One possibility I floated in another thread was that each bank upgrade could add a +1 to your adventurer gold allowance. This would make very old, very mature kingdoms have a slight but real edge, but is also something that wouldn't become significantly useful until after the player has pretty much beaten everything anyway.
Another goldsink idea I'd like to see is a "boycott" option. It's basically like the locker, except that items you place in it are banished from shop inventories. Maybe we could buy boycott slots at $10k a pop or so. I'd be willing to pay even more for an 'iconoclast' menu where I can ban one or two religions, or 'magical censure' where we could banish 1-3 glyphs.
As for 'management' costs, I have some crazy ideas. I wouldn't want to have to pay a flat maintenance fee every round. That would be a chore and would feel like a penalty for playing quick, experimental adventures. It could be fun if it were tied to an optional task that the player could engage in if he so chose.
I was thinking that maybe after Horatio has been defeated that the player could begin "annexing" dungeons. This could only be done on dungeons that have already been cleared, and annexing a given dungeon requires that you have already taken over the intervening dungeons as well (e.g. You can't take Hexx Ruins without having taken the Southern Swamp). Taking land would require an initial investment and create a recurring cost that you would have to pay every few rounds. If you can't pay the fee, you begin losing land.
Annexed dungeons still have the usual monsters, but when you play them, you get some sort of homecourt advantage, like maybe a new prep line that gives us back the old scout boss/shop/altar options.
Since annexing requires you to have already beaten Horatio, and presumably costs more than it is really worth, it would not so much be a tool for steamrollering dungeons as it would be a way to make getting 100% a bit easier. It would also add a new open-ended goal to the game: take as much land as you can and see how long you can keep it.
EDIT: I had a few more ideas along these lines. It would be possible to turn the post-Horatio endgame into a type of open-ended game-within-a-game, one with clear losing conditions (and an open-ended winning condition). Maybe every time you win a dungeon, you get a small percent bonus to the payout based on the number of dungeons you have already annexed (your new vassals are paying for the 'protection service' that you are providing). If you are able to win battles consecutively, you turn a profit. But if you lose battles, you also lose a lot of cash, both from wasted preps and from support costs of having all that extra territory. As you take more land, the stakes increase. How long can you hang on before a few successive failures abruptly bankrupts your kingdom?
Of course, if this were all there were to it, people would just grind Hobbler's Hold over and over again. So maybe the gold bonus only gets applied when you beat one of the 'burning' dungeons (these could be conceptualized as dangerous hotspots of monster activity that are threatening the kingdom). You would now be playing a higher level metagame, where you must use your resources (gold and unlocked preps) to deal with randomly emerging challenges (the specific dungeon that gets selected). Once you get sick of chasing the burning dungeons, you can just go back to ignoring it. You'll quickly lose all your land and you're back to a normal game of DD.
The fun would come in seeing how long you can hold onto your kingdom, and how high you can push your bank account until a series of difficult dungeon selections causes you to break the bank. This would also make the bank upgrades serve a purpose, since you could start with a larger buffer of gold before starting to play the new metagame.