There are a couple of things I'd like to see to make scenarios more helpful.
First of all, I'd like to see scenarios get associated with projects, not the application (as it seems to be now). I seldom use the same scenarios in different projects and my scenario list is getting cluttered. It would be much more useful if scenarios were attached to a project. Perhaps, allow for both project and global scenarios. Or, instead of (or in addition to) global scenarios, allow us to use scenarios as tools. I have some transforms I use for making XSLT editing easier and being able to use them in the same way as pretty print would be very helpful.
Second, I'd like to be able to set the value of a parameter to be a nodeset, ie. the contents of a file. Now, if you would also use the result of another scenario (where we set both the XML and XSL) that would be great.
Are you missing a feature? Request it's implementation here.