A new toolkit to make customizations to CRM 4.0 has been released. Download bits from http://code.msdn.microsoft.com/E2DevTkt
The E2 team would also like to encourage Toolkit users to submit comments, suggestions, or other general thoughts about extending Toolkit functionality to better support the efforts of developers in planning, developing, customizing, and maintaining on-premise deployments of Microsoft Dynamics CRM. To initiate or participate in Toolkit discussions, In Code Gallery, please see visit the Toolkit Discussions tab at http://code.msdn.microsoft.com/E2DevTkt/Thread/List.aspx
My current suggestion list looks something like this