Now that I've been using Phex for a while, here are a couple of things that I really wish could be configured:

a) ability to turn on/off chat; and
b) ability to permanently remove the default filters.

These are a couple of minor annoyances:
1) multiple IDENTICAL results listed, versus (some number) FILENAME; and
2) Phex doesn't remember window positions/sizes after I set them.

If I had the source code, I'd have a try at writing some patches...