Right on, brother! Steampunk is a wonderful genre. Not two months ago, I made a Bavarian PT boat and wanted to make a Japanese iron-clad to go along with it, but was unable to. I would make a poll if I where you, because if LEGO saw a bunch of people clicking "Yes, I want Ironclads!" they might
make our dreams a reality.
Although, I sadly doubt that LEGO would ever make a Steampunk line with real countries (think: LEGO pickelhaubes, kepis, etc), they would probably make it really sci-fi and wierd. I would hope it rather be like this guy's creations: http://empireofsteam.blogspot.com/2009/06/prussian-naval-howitzer-vulcan.html
I would also enjoy sets of Austrian and Prussian Steampunk blimps.
Of course, I would also love to see American Civil War sets of the Merrimac and the Monitor, but good luck with that!