1. It'd be really nice to save a partially-solved puzzle so you don't lose your progress just because you can't solve it in an hour or so.
2. Another helpful feature would be to be able to copy/paste just the pencilmarks without changing or copying the grid and cages, so you could copy your work between sumocue and sudocue (so you could try coloring, for example.)
Great program though -- I think I've got the texas jigsaw killer solved and hope to post a walkthrough shortly.