I'd want to see Queen Chrysalis again; I thought it was really interesting how they depicted a character who used deception to get what she wanted. It would be really interesting to see her and the changlings again Now the other two... I think Sombra served his purpose rather well and I'm not sure what else could be explored with Nightmare
It wouldn't have to mean all out war; maybe Chrysalis was injured and only a few remnants of the changling army remains or something like that.
"Nightmare Moon" is a parasitic entity similar to the Phoenix Force, the Symbiotes (Venom Symbiote, Carnage Symbiote), Parallax, the Yeerks, or the Swarm (from "Doctor Who"). Nightmare Moon already posssesed Princess Luna and Rarity, so it can easily posssess any other Pony. In fact, given the rise in power Twilight Sparkle had in recent years, it makes her the perfect host body for Nightmare Moon (Nightmare Twilight, if you will).
If it really is a separate entity like the comic suggests, it's probably unable to take over Twilight's body, be it that Twilight is too powerful, too in tune with the whole friendship thing or that she's not voiced by Nightmare's preferred voice actress. And though seeing a Nightmare Granny Smith would be hilarious, I think that everything that could have been done with Nightmare Moon has already been done.
Agreed as a matter of fact she was my favorite villain before I saw Lord Tirek in Twilight's Kingdom part two because Lord Tirek is so awesome.