My hope with regards to my own character is that there will be references to something important that it makes sense for Grey Wardens to be dealing with (Darkspawn related in some way, possibly delving more into the origins of the Darkspawn or some such), and that we have some quest that's somehow related to that and hear/see the Warden referenced there.
It doesn't even necessarily have to be one thing that will work for all Wardens, though. They haven't said much about the specifics, so it's possible the you'll see entirely different references if you did different things, and if there is one such quest it could change dramatically depending on choices made in DA:O. The above would work well for my Warden, but probably not as well for some others.
Seriously, what is so freaking special about the Warden that people just can't let it go? He had no personality except what the player makes up in his head. He had no voice except what the player makes up in his head.
Which is, really, exactly it. It's far easier for the Warden to have whatever personality the player wants than for the Champion to, or probably the Inquisitor (although that remains to be seen). When people are able to completely play their own character, they tend to get more attached to them -- especially as it looks that the Warden will be the last such PC we'll get from BioWare. DA:O was also the first game of the series, so some people may be more inclined to be attached to the character who they were playing when they experienced the setting first. Then there's also a good section of people who like DA:O much better than DA II, and apparently extend that to automatically disliking their character in DA II because of that (that one I don't understand; DA II had a lot of problems, but I still managed to make a character I liked, even if controlling them was frustrating sometimes).
That said, the disappearance thing works for me as well. It's not a problem for me, and I'd far rather have it than something that directly contradicts what my character would've done. I know that the only way I'd actually be happy with a return appearance of the character would be if we were playing them again, with no voice, and that's not going to happen.