As we all know, members of an alliance can freely visit the halls of other allied guilds, etc. However, I propose that an alliance can purchase a special sort of hall.
The general gist of it would be something along the lines of one of the following:
Possible implementation methods of an Alliance Hall:
1) Like a Guild Hall, but different format: This implementation would be like a guild hall, except possibly a bit larger. They would also be formated differently, as PvP considerations wouldn't hold (UNLESS an actually Alliance vs. Alliance mode was implemented. But that's another suggestion, and thus does not belong in this thread). It would make sense to have services here, etc.
2) Explorable connecting zone: This implementation would have a specific layout that is a sort of explorable area between all of the guild halls of the alliance. It could be a rough sort of circular shape, with the entrance to the alliance leader's hall in the middle of the area, and the other guilds connected by roads. I think having a personalized explorable area between the halls of an alliance would be rather interesting. The area could behave in 2 ways: (a) like a traditional explorable area, or (b) allow zoning into a single instance. That is, when people enter the zone, and others are there, they also enter the zone. It could also (c) act like a town. There are many options with this route, and I think it is the preferable one.
3) Please bring your own ideas to the table.

Finally, this is a general proposal; further details would need to be worked out. However, it is my belief that having a sort of area like this would be very good for building better bonds between the various guilds of an alliance.
Additional thoughts for suggestion #2:
- Special arena of variable size.
- Possibly a special pet holding area, as has been suggested elsewhere.
- Skins could be a variety, such as: Ring of Fire, Pre-searing Ascalon, Desolation, Realm of Torment, Shing Jea, Kaineng City, Vabbi, etc.