I'd love to see a "live off the land" checkbox for character creation which removes all vendors from all towns, or if necessary for quests, removes their item related and healing dialogs. This was done here for Diablo 1
http://www.lurkerlounge.com/forums/thread-15760-post-212703.html#pid212703; although obviously separate games, the concept is pretty cool if you ask me. With so many unique features being included in Sigma, I wonder if this is something that could be added in the future? Ultimately, I think it'd be cool if it was a challenge you could only turn on at level 1, such as the level 5 challenge, that stayed active until death at which point it reverted the vendors back, but every level you gained with the challenge active, you got a 1% bonus to health.