I guess I'm not the best person to ask as I've never been an Emma Frost fan. So although January Jones irked me with some of her delivery, I'm not as bothered as some more hardcore fans would be. If they were to keep Emma I would actually be fine with January staying, for continuity's sake.
That said I've only seen Amber in one of her projects, The Playboy Club (don't ask!), she didn't play a very White Queenesque character there but with the type of Hellfire Club that we saw in First Class, I'm reminded of Amber Heard's co-star on that TV show: the "Madame" of that club, Carol-Lynne. Here
. Not saying I'd like her for the role though. Plus she's a brunette.