Interchangable ram:
This would take too much space, those things are cramped enough as it is.
This will also result in lower performance since factory clocking (even of non OC reference cards) is way beyond the normal for ram chips. RAM speed actually matters a lot in GPUs, unlike in general computing. So this is an issue.
Interchangeable GPU:
This suggests the seperating of the videocard into GPU and video board... the board itself however is very cheap, there will be no money in selling it by itself... or the price will skyrocket. The boards are highly customized, a replacable socket will be too costly, and the board will require its own additional controller chips (similar to northbridge/southbridge)... It makes no sense to do that in terms of performance, power, or cost... the GPU already integrates its bus and memory controller. In effect, the GPU is a SoC.
replaceable HSF:
Many companies have varied HSF schemes for the same card as well as watercooling blocks, and some companies allow you to change out the HSF as you see fit without voiding the warranty.