Some of the concept art shown was better than the final model, and some of it worse, but yeah, there were a few elements that I thought "I wish they'd gone with that." But this happens with the concept art of many games, where they tend to skin ideas right down for time and tech issues.
On a personal level, I was really salty that they showed no concept art for Sindel whatsoever, despite having some for the all the other NPCs and many cut-scene characters.
I'm intrigued by the revelation that the Erron Black character was almost a woman, there must be at least a few sketches of that version of the character somewhere at NRS.
I like the Mileena stuff, especially the close-up, speed painted, face portraits.
The fanart folder is wasted, they should've crammed that thing to the brim with people's pictures.