The other day, I installed a plug in and forgot to close Sonar first, which I always assumed I needed to do. But no, the little blue box popped up and it got scanned and all was fine. Which was cool. I think the scanning bit's great.
I think the UI of the Plug In Manager is hideous, but it's not a huge priority, I don't reckon. Showing new plug ins on custom menus, as previously mentioned, is the only really useful change I can think of.