This might have been suggested already, if so thank god, but I'd like Martinez to make full use of his knowledge of Spain and any connections he has out there instead of going for targets from Moyes' era e.g Fer, Vadis, Bony, etc. We need to stop being soft and take advantage of other clubs like they would take advantage of us. Of course, I'm referring to the financial situation of several La Liga clubs. If Arsenal can sign a player of Cazorla's standard on the cheap from La Liga, we should really be looking at what we can find. The fact Martinez has history of doing this (Kone, Diame) makes me optimistic this is the sort of direction he'll go in.
Also, we now have a Spanish manager who's likely to adopt a "footballing regime" the Spanish giants (Barca, Real) would be happy for their youth prospects to develop under. I see stories all the time about how they will only loan out their youth to the right "footballing" club. They don't want "the next Xavi" playing long ball at Stoke for example.
Just look at this Alvaro Morata chap who's scored three goals in three games at the U21 Championship. Obviously we'd have to wait for Real Madrid's new manager to assess his squad first, but should he become available to loan then I see no reason why we couldn't put our name in the hat now with Martinez on board.