I'd love to see a direct linking capability in subsonic. I frequently find myself recommending music to my friends but they don't necessarily have subsonic setup. They may not want to be bothered, or not be technically savvy (not that it's hard, but you know).
It would be a great thing if we could direct link to a file or files and give a link directly to the files. Subsonic could generate an ID number for a group of files and a link http://yoursubsonicserver.com/link.php?id=000001 or similar. It could have an expiration time for the link, optional user & password, etc.