I do see where you're coming from and it's not like I haven't thought this myself from time to time. I just wonder though that in taking that risk, we could end up even worse off than we are. For all of the frustrations, things are actually pretty good at Arsenal if you look at it objectively. But it's that 'almost, but not quite' equation that just eats away at us as fans. I would love to see Wenger win the league, but I'm not sure it's going to happen. I don't just think that's just down to Wenger though, it's also what Man City and Chelsea do that affects us, so any manager coming in will have that issue to face.
As mentioned though, we are going to have to look at a successor sooner rather than later. For me Klopp looks like he's got what it needs to succeed. His Dortmund team have been excellent over the last few seasons, even when they've lost key players. For a real gamble though, I'd like to see what De Boer and Bergkamp could do together at Arsenal.