First I want to say on behalf of everyone that you're doing an awesome job, Charter, both on development and support. Thanks also for taking requests! How cool.
Here are mine, in order of preference:
1) The ability to run multiple spider processes from the Admin panel, so that the whole will finish faster.
2) A limit on the total links per site spidered
3) Full URLs stored in the database as typed in when spidering...e.g. "http://www.site.com/folder" instead of "http://www.site.com"