There are lots of alternatives that would be cool.
Going to Asshai instead of Slavers Bay as that tricksy vision wanted, after leaving Qarth.
Not freeing the Slaves but trading one of your dragons for the Unsullied then taking them to Westeros, maybe with an option to come back for the Dragon after retaking the throne.
Not wanting to invade Westeros after Aegon wins if Aegon wins.
Stealing the Unsullied and sacking Astapor, but not freeing the slaves.
Also, places to get stuck, if you don't go after the unsullied but instead sail to volantis and on to pentos, those are two cities Dany's I want and I have dragons to take, rebellions could happen and lead to her getting stuck as queen or liberator of before being ready to go home.
Especially with the 'Marry Aegon and conquer Westeros with him' 'I guess I don't have a choice' event in Pentos, new option 'I am the Dragon', burn Aegon and Illyrio, invade Pentos, once conquered Pentos as the powerbase to invade Westeros or form a New Valyria from.
An option as Daeghaidh suggests to give up and become a one province count or vassal to someone would be great too. There are lots of ruins to give up and settle in.