Season 2 had so many returning characters from Season 1 that it would be easier to make a list of the characters that didn't show up. As far as I remember, these are the major characters that didn't make a return:
The President (although he appears in the trailer)
Let me know if I've forgotten anybody.
Anyways, Season 2 introduced so many new characters that it would be near impossible to have almost every single character returning again. Here are the characters that have been confirmed for Season 3:
Sam and Max (obviously)
It also says that there will be 'some surprising return cameos.'
Of course, we could probably expect a return from Bosco, Sybil, Abe Lincoln, Leonard (since he lives in their closet), and Jimmy Two-Teeth. Who would you guys like to see again in Season 3? And who'll the surprising return cameos be?
Personally, I'm hoping for Agent Superball and Pedro. I'd also say Hugh Bliss and Jurgen, but they're kinda in Hell, so it's unlikely.