So far I'm loving the Walking Dead episodes, but I would enjoy more decisions that you can actually "fail" in a sense. The best example would be stopping Clem from eating human meat in Ep. 2 depending on how fast you get there.
Most choices in this game seems to be lose/lose ( whether you save Carley or Doug, someone still dies, so it's not really your fault ). Add a moment where choosing to investigate a certain store may get someone killed, where as avoiding it would leave everyone alive. In the comics, Rick always struggles with whether he's to blame for getting others killed, and I think it would add some depth to the game ( and to Lee ) if the player was in a similar situation.
The only problem would be that players could easily reload to pick the right options.