Perhaps these have been suggested already but if not...
Allow a passthru( on ! off) to be set for any key assigned to CUE specific functions so the key value goes thru CUE and on to whatever application you're using. For instance, if the 1 key does something in a game, like activate a specific POV, and you want to use that key to change to a specific mode, allow both to occur.
An About tab would be nice, you know, version, web address, check for update sort of thing.
Let us iconize the program and have it still work. A requirement to leave it as an open window in the background is about as lame as you can get.