Since I'm bored, here's a guess of what they will do at E3 this year:
Late May/Early June: The Wii U/3DS Pre-E3 Direct. At this point Nintendo has already announced some details about the new system and we know E3 is going to be all about that. So this Direct is to give spotlight to some of the upcoming games left for the old systems, including Paper Mario, Pokémon Sun and Moon, Monster Hunter Generations and Tokyo Mirage Sessions ♯FE.
June 12: Zelda: Symphony of the Goddesses, live at the Dolby Theatre. 1+ hour of Zelda music goodness to celebrate 30 years of Zelda. Features some new music and footage from the upcoming game. The timing is perfect, since they are actually already scheduled for a concert the day after at the Dolby Theatre. Coincidence? I think not.
June 14: The Nintendo Digital Event. As mentioned I believe a lot about the hardware and concept will be known before E3, and they will not have a stage show. The Nintendo Digital Event will focus solely on new games for NX and how its new features can be incorporated into gameplay.
During the course of the show more about the nitty-gritty of the hardware, the OS and other stuff through stuff like Treehouse Live and closed press events. Also playable NX at Nintendo NY and select retail stores in the US.