Thanks to everyone who responded to my request for suggestions. I've had over 100 messages in various forms, so there are plenty of ideas of what else to include. Here are just a few of the requests I will be aiming to incorporate (in addition to those I mentioned previously):
Probably the most optimistic request was: "Can you write hooks into all common networking and SSL libraries to make a process use a proxy even if it is not configured to natively?" I already did this for WinINet. But sorry, Ollie, I doubt I'll have the energy to do all the others!
As well as all the good ideas for new features, I received many requests for things that are already there, including:
Plenty of people emailed me "Great tool, I use it every day, can you make it do X?", when X has been there since day one. May I respectfully suggest that anyone who is missing the above features should take a quick look at the help (or even just the options panels) to find what they are looking for!