Nancy Scola has a very nice piece over at The Atlantic talking about the reasons why presidents don't name their cabinets during the campaign (via John). She quotes a number of scholars who point out that for a candidate, naming the cabinet is pretty much all down side. If you've ever wondered about it, it's an excellent summary.
The only thing I'd want to add is that I think some of her framing of the White House/Executive Branch split isn't quite as useful as it might be. There are lots of reasons why the "presidential branch" grew to importance after World War II. Remember, those within the Executive Office of the President respond directly to the president, while cabinet secretaries have multiple bosses. In a lot of ways, that means that knowing who the White House staff will be is actually quite a bit more important than knowing who will be Secretary of HHS or HUD. Put it this way: we elect a president, but we get a presidency.
Which is not to say that presidential executive branch appointments are not important; they certainly can be. Just that it's at least equally helpful to know who is going to be in key White House positions.
Meanwhile, the campaign does give us clues to both the presidency and the exec branch. After all, most campaigns, Romney's included, have various high-profile advisers on most issue areas. If anyone wants to pay attention to it, it's usually possible to figure out the direction a nominee would take policy in any particular area -- or, in cases where there will be internal conflicts, what the issues will be. We can't, of course, figure out who will win those conflicts, because no one knows yet; after all, it turned out that we couldn't determine the course of George W. Bush's foreign policy from his selections at State and National Security Adviser. But we can usually get a fairly decent idea of what's coming.