Infact PCI-express might be worthwhile if the Spartan-6 rocketports can handle it nativly. The reason is that this could be done with very few signals or I/O slots. Which reduces cost.
These rocketports can also handle S-ATA nativly asfair.
Maybe I should say that the original Zorro comment was a little bit a joke. Ie the only thing missing .. (tm)

The only hardware that may need physical connection are the ones that interface with outside world in areas that the built-in functions won't cover.