The upcoming 2.46 version of Blender will be packed with so many new features it boggles the mind. Development is happening at a breakneck pace.
Here's a new feature that I only recently became aware of and it's definitely cool. It will be of great use when using Blender's physics simulation features. The new feature is call "Continue Physics" and it's available in the Playback menu of the Timeline window. Basically, it allows you to continue tweaking your scene while still seeing the real-time effects of any physics simulations that are in place!
For tweaking physics systems, it is useful to work with the timeline Play button enabled. Making changes will then be automatically be reflected in the results. Further, a new option in the Playback menu, "Continue Physics", will continue the simulating physics system regardless of the current frame. This makes it possible to interact with the physics system by moving collisions objects, shaking a softbody object, etc.
UPDATE - Faster loading video!:
Here's a video demonstration that shows the new feature in action. (MOV, 9.5MB)
The scene shown in the video is available as a downloadable .blend file from Blender.org. The new "Continue Physics" feature is only available in the very latest release candidate for Blender v2.46 (rc4) and, of course, the pending official release of v2.46.
For more info and a link to the .blend file, visit Blender.org.