I'd find it really useful if the session list window would be resizable.
I tend to give all things "speaking names" which sometimes leads to very long strings and causes scrollbars everywhere...
It's sure not a must have but still a nice feature.
An other thing would be that the session list, when categorized with folders, reopens with the same view as when closed the last time.
When you're connecting to only a handfull of hosts the most time but have, like say 10 folders with subfolders etc., it'd be nice to not have to click all the way through each time you fire up WinSCP.
Last but not least: Thank you for your great work, Martin!
I really appreciate it and can't think of a workday without it - horrible imagination :)