I'm talking about the "Classic History" as a science. The one relying on Archaeology, old manuscripts etc. Do you guys think we will ever know sufficiently more about Ancient Egypt, or Rome. Will we know more about years around 10000 BCE etc.?
Not very close. This is perhaps more true for ancient history because it uses archaeology as much as written sources. Archaeology takes a lot of time and a good amount of money to get useful information out of. Modern societies will only devote so much resources to this type of pursuit in a given year. While it's true that we'll likely never unearth a major new written source that changes our understanding of personalities or political events, archaeology will continue to provide essential context and insight into everyday life and material culture.
To take your example of Rome, Bryan Ward-Perkins work based on archaeological research in Britain is only about 10 years old and has had a major impact in how we understand the late Roman economy. Plus he has the advantage of looking at the archaeological evidence in Britain, which has had vastly more investment in digs than nearly any other country. As research is done throughout the Roman world, especially in modern countries that have been too poor and unstable to fund much research, we'll probably know quite a bit more about the economy of the late Roman empire in 100 years than we do right now.
I think one area of history that could be explored a lot more is "local history" rather than that of larger societies.
For instance in my hometown a new archeological site opened up just this summer on a Japanese immigrant village with laborers who were there for the timber mill and were some of the first in the Pacific Northwest (this particular site was populated from roughly the 1880s-1920s from what I understand). The presence of Japenese Americans is integral to the local community, both to a number of location names and to the people who have lived there; Japanese-Americans from my town were actually the first in the country to be taken to concentration camps (another piece of history which is increasingly receiving local research as that site has just been designated part of a National Historic Site).
There are a number of other significant sites that I'm aware of, especially related to the vibrant timber trade which was huge on the west coast around the turn of the century, which could be further explored.