I don't know if it has been shared before, but I found this.  Very different looking Megamind and Roxanne.

http://katthorsongood.blogspot.com/2011/02/old-megamind-artwork.html

story boards:

http://katthorsongood.blogspot.com/2011/02/more-from-megamind.html

Below is a collection of storyboards for an Alternate Megamind movie,  Must check!

http://katthorsongood.blogspot.com/2011/03/megamind-scenes-from-version-10-and-15.html


Besides these,  All the other concept art / sketches I have collected in the past are listed here:

http://megamind-movie.livejournal.com/408202.html

If you know of more that are no listed in the above link please share!! I'm begging you!

(I may list more if I find more myself, too)

*Edit

Okay, I found another 7 storyboard and concept art links that I haven't seen before and currently still finding more every second.  But instead of listing them here, I've listed them on my collections page.  Look under "Newly Added: 2/20/13"

My Collection of Concept Art, Storyboards, etc