A really nice feature of iTunes, particularly in Mac OS X, is that if you had a multi-button mouse you could right-click on any of the buttons (play, next, etc) and the event would fire off immediately but without user interface feedback (the visual of "clicking the button" would not fire off). While a small thing, this little feature gave a nice impression of speed, particularly on older and slower Macs.
As of iTunes 4.2, it's practically gone. It still works if iTunes is in its "mini-player" mode AND it's in the background. But it no longer works all the time, which is a frustrating little inconsistency.