So, I have one that seems like it should be easy (or even a bug maybe), that's worth throwing in the ring.
Make Thumbnailing use Automatic playback mode all the time, even if Tools > Options > File Types > Playback Method is set to External Program.
Done
To explain:
Right now, I use MC for work on a couple machines. I have a Library of work files: videos I may need to edit, source clips, source graphics, sounds, etc. I keep many of the File Types on this machine set to External Programs, so that when I double-click a MOV file it can open in MPEG Streamclip, TS files in VideoReDo, and a PNG in Photoshop, and whatnot.
The problem is that this breaks Thumbnailing. No new files (at least video files, I'd have to make some new images and go check for image file types) get video thumbnails when they're imported. To get them to have generated thumbnails, I have to go back into File Types, change them all back to Automatic, then run the thumbnail update manually on the files, and then go back in and switch the File Types back again. Which is super-annoying (and means I mostly live without thumbnails for newer files).
It seems like for thumbnailing, it wants to really be in control of its destiny anyway, so it should always use Automatic. External Program certainly doesn't work, so at least when that is picked, it should use Automatic instead.