It would be great if there was an option to have to the file name of the video file in the file name of the screenshot. Currently it's only possible to either have a timestamp or a continuous number as the screencap file name, but both are very useless if you take a lot of screencaps and want to sort them into folders. The next time you take screencaps of the same movies, you'd have to rename all the files manually.
I remember that some other player on Windows had options to customize the file name with place holders, one of them was a place holder for the file name on the current file, another one was for continuous numbering and you could combine them any way you wanted. I'd love to see something like that in VLC!