On one machine I accidentally installed an old version of VLC (1.1.11), and when playing NSF files the "Previous-Next Chapter/Title" arrows appear, which is quite convenient as it allows me to skip through tracks in the NSF file as I would any playlist. Same with .SID files (nice one on adding SID support, btw [^_^]b).
However, on versions 2.0.3 2.0.2, this feature appears to have been removed. It'd be cool to have that back, or be able to "Customize Interface" to force those buttons to appear no matter what (I've tried). It's a bit of a hassle sometimes to have to click "Playback>Next Title", or use keyboard shortcuts to accomplish the same thing.
On a minor note, and I don't know if there are any game music players that have this or if it's possible, but it'd be cool if there was a feature to automatically progress to the next music track after the current track gets to the loop point, instead of it looping indefinitely. But that's minor, because I don't mind video game music looping indefinitely