Quote Originally Posted by mister_e
...Easy to use, and really usefull IMHO. But there's place for 1 or 2 improvement.
  1. Add possibility to send saved .Bin,.Hex or else type of file
  2. Add possibility to save received serial data in various file type .Bin,.Hex
I agree, MCSP is a great tool and worth the money,
but there is still some room for improvement.

In addition to the things Steve has already mentioned:

I would like MCSP to close an open COM-Port in the Serial Communicator automatically to program the PIC via Bootloader and to re-open the Port after the BootLoader has terminated.

Also a dynamic refresh of the "available COM-Ports" List would be nice (with USB to Serial converters)
Currently you have to exit and re-start MCSP to make a port available that has been connected after starting MCSP.

I also use MPLAB (sometimes) with ICD2 for programming and debugging.