Should Kim Jong-Il have been ousted a la Saddam Hussein in Iraq? How dangerous would that have been, considering that North Korea has nuclear arms? What to do in case of a conflict that spills over into neighboring countries? What would China's take on all of it be? Would they stand idly by or back up their Communist cousin?
Once the dictator is gone, what do you do? Let the military take over and potentially let it establish a junta government, Myanmar-style? Or do you try to install democracy forcibly? Would the right thing to do be to hand North Korea over to South Korea, integrating the two countries by shotgun wedding?
The complexities quickly exponentiate. Consider the cultural shock of the North Koreans once they're introduced to modern South Korean culture alone. If German re-unification is any indicator, putting together two halves of a country that have been split into Communism and western capitalism is not a trivial task.
Also consider the cult of personality built up around Kim Jong-Il. The situation in N. Korea could quickly become explosive once people realize the deceit they've been living in.
So it's difficult thing to do, just by itself. All the econo-political ramifications just make it that much harder.