While not technically part of the lux GUI, it seems appropriate that this suggestion goes here. I think Lux should have thumbnail buttons for the taskbar in Windows 7, similar to many media programs, with commands to pause/play the render, as well as increment the number of threads being used. Other things like copy image to clipboard, save image, save flm could also be added, but wouldn't really be all that important. Here is an image of an example:
And here is a mockup of a Luxrender one (just a quicky, not very well done :p )
I also found this link for programming them in visual studio 2010 which may be useful. Seems it is all XAML code.
Pros: quick access to play/pause/threadcount
Cons: windows 7 specific. Not sure if the code will automatically be ignored on windows XP or if it will throw errors, but its worth looking into. I don't think OSX or Linux has these capabilites either, so it would have to be OS specific.
Anyways, food for thought
As a second idea, I was also wondering about a GUI with tabs for different scenes i.e. you could switch between viewing multiple scenes all in the same GUI, rather than having several instances of the GUI running. This would be convenient for material testing, where you could launch your scene, tweak a material, launch again, and have them both available in the same window to quickly switch between them and compare results.
I could see this running into problems with other GUI information such as the log/tonemapping settings/light groups and such. I'm interested in the communities thoughts on these ideas however.