I have installed several WPMU plugins - but I find that accessing the setting page of most plugins are inconsistent. Some are located on the sidebar, some under "settings tab". I think it should be configurable.
In addition, in the settings management page (http://www.mysite.ca/wp-admin/plugins.php), Most plugins do not have a direct link to their respective settings page.
I believe most of this is trivial - but it really improves the overall user experience and tidiness.