Dan Drezner and Bruce Bartlett both say it would be a good idea for challengers to run with "shadow cabinets" of future appointees to key positions. I've been advocating that Kerry do that for quite a while now. My preferred method would be to roll people out in dribs and drabs rather than one "big bang" since that would generate a stead drip, drip, drip of basically positive media coverage. There are, however, two downsides besides the ones Dan mentions. The first is simply that the vetting and decision-making process would distract key campaign staff at a moment when they have the non-trivial task of running a presidential campaign. The other is that presumably anyone you would appoint would be expected to participate in the campaign, complete with harsh denunciations of the other guys, which could make the confirmation process much harder down the road.
On balance, though, it still sounds like a pretty good idea to me, and Bartlett's specific suggestions don't seem bad either, except for the notion that Felix Rohatyn is a serious contender for Secretary of State, which is just weird. Nor would I write Gene Sperling off at Treasury, seeing as how he's officially in charge of the Kerry economics team.