Yes! Because the agent and each of the agent-based integrations are open-source, you are welcome to add your own integrations or extend existing ones. If you think others would benefit from your modification we'd love it if you made a pull request against the master agent on Github to submit your code.
The agent checks are written in Python, and rely on yaml configuration files. To write your own check or extend an existing check to collect other metrics, you can follow the example of one of the existing integrations, and refer to our guide on writing a custom agent check.
In addition the modifying existing host based integrations we also offer an SDK that not only enables you to write custom integrations but also makes it possible to publish these for others to take advantage of: http://docs.datadoghq.com/guides/integration_sdk/
Another approach to consider is submitting your thing of interest to us as custom metric.