I loved all the references to the characters of the original trilogy. "High Imperial" about made me shoot milk out of my nose.
The theories above about the Kandra replacing Brettin make a lot of sense to me. I think Wax made the right decision in going with Steris, but I was a little dissatisfied because it felt really unfair to Marasi not to even have any threads of possibility other than "she might meet someone else in the future." I loved Wayne as a character. "Trading" was awesome and memorable, as was his obsession over his lucky hat (does he ever get it back?).
I don't think the women are being taken for a breeding program. We basically already saw that with Lord Venture back in Well of Ascension when it explained how Zane was born. If the set people are aware of Hemalurgy, it wouldn't surprise me to find out they are trying to create a Mistborn that they can control.
I am interested in knowing what all Sazed is capable of doing as Harmony. Do we have any sort of precise knowledge of his abilities?