According to leaked slides, Intel's next generation Thunderbolt interface technology, codenamed "Alpine Ridge", could see throughput double to a whopping 40Gbps.
This next generation interface will be able to ferry DisplayPort 1.2, USB 3.0 and HDMI 2.0 data and will also offer up to 50% reduced power consumption. That aside, it will even offer system charging of up to 100W. The new Thunderbolt connector will launch with Intel's "Skylake" processors, which are expected to hit in the market next year.
The physical connector itself will also be changed and will be smaller. Backward compatibility is possible but only through the use of adapters.
Seems that all you really need in future is a single Thunderbolt cable. Now if only prices of compatible Thunderbolt devices would come down.