I would like to see more of the opening days later in the Series, or as a spin off like the Webisodes were. By the way, those were fantastic, give 'em a watch!
During the 6th Ep when it shows Shane at the hospital trying to get Rick out, you can here helicopters, jets and lots of shooting going on outside and multiple soldiers inside. It'd be cool to see how they attempted to deal with the outbreak, plus what happened around the World. All we know is that France supposedly were the last to go.
Even during the Webisodes, set during the very first days, there's little in the way of military response, or people evacuating. There was a scene in one of the Season 2 Eps. showing Lori, Carl, Shane and a number of other survivors outside Atlanta, watching helicopters and Jets and the Jets firebombing the city. However, at that, those would be the only scenes even hinting at the opening days.
Later in the comics there are lots of referances back to the start of the infection, hopefully they'll expand on those later in the series too.
At the end of this year another fantastic Zombie flick is coming out, World War Z. WWZ, for those who haven't read it, is perhaps the greatest Zombie book ever written. Its absolutely fantastic. The Zombie Survival Guide and the short comic by the same Author, Max Brooks, are also fantastic and do somewhat link as a trio. In December a film is being adapted with Pitt as lead and co-written by Brooks. That should be fantastic and one of the key scenes is the Battle of Yonkers, a massive battle between the US Military and the Zombies. Played right, that should be one of the most memorable scenes in Zombie media ever, and hopefully the whole film will do World War Z justice.