Hands down, Simon Baker (The Mentalist actor) would be the best Kelsier. At least, that's who I picture.
I agree that Ellen Page would be excellent as Vin.
Tom Hiddleston would be great as Breeze (he has that charisma and wit about him).
Ham - Vin Diesel.
Sazed - Ben Kingsley (though, I totally agree with mistbornmistfallen that Naveen Andrews would also be a great choice)
Marsh - Liam Neeson.
Dockson - I agree with Nicrosil, Mark Sheppard would be good.
Clubs - Harrison Ford
Elend - Brandon Routh (too old?)