Kaizen is all about small improvements that never stop coming. With respect to Nregex, I plan to keep it moving as a project by spending small amounts of time on new features that will hopefully make it more useful.
Tonight's new feature, though it was really something I did on Saturday morning, is a bookmarklet that should make it a little easier to get into the site from elsewhere (like your favorite IDE).
A few weeks ago my boss noticed some latency issues, especially with larger documents. I've added a "manual" mode that will let you press a button or just hit your enter key to evaluate a regex, rather than it being processed as you type. Animated gifs give a little feedback on wait time.
If you have a request for a feature, please submit it here. If you have a handy regex you solved some problems with, please submit it too. I'm currently at work on a "library" that I hope to cover some basic regular expressions (phone, zip, ssn, and so on) with.