I still like the playsets...
The problem, as everybody has said, is that they're too expensive for the casual consumer. That being said... what is the Muppet Show without:
1. The front stage! A place where mini set can be set up! With Statler and Waldorf's box!!!
2. Vet hospital (even a small one!)
3. The Electric Mayhem tour bus!!! (I know, rumors about that one have been dashed a long time ago, but I can still hope!!)
I like the idea about offering it directly. However, I'm sure that set up fees would be in the range of LOTS of money so they'd have to sell a bunch to make it worthwhile. That being said, I still think that there is a market for such things, even if only at conventions or PalisadesDirect, and in the interest of appealing to the fans who buy all the rest of the stuff (and try to get all the expensive exclusives, too!)