I'm enjoying messing around with the Steam controller but I really wish it would give some visual feedback as you make adjustments.
For example using a mouse region over the minimap of an RTS/Moba/etc. is a neat use of the controllers abilities allowing quick map control, but just adjusting sliders I have to go back and forth a dozen times trying to get the region correctly placed/sized. If it would just show where the region is on my screen it would be much easier. Being able to test out smoothness/sensitivity options within the configuration utility would be useful as well.
I'm impressed with the sheer amount of customization available though, I didn't do extensive research into it and had no idea about the pop-up menus, trackball momentum emulation, outer ring options on the pads, etc. I tried a gyroscopic aiming layout for FPS that worked surprising well.
edit: Oh yeah, I've also been "charging" it overnight the last couple days before finding out it just uses standard AAs.