What I miss is the ability to Download and Keep, and Download, Install and Keep, that existed in Tiger - for those of us with more than one Mac this is tedious, we have to go to Apple Downloads and find each and every recommended update
I rarely use Software Update, preferring to get my d/l's directly from Apple...not really all that tedious if you keep up to date, because the newest ones are always at the top of the list, and perhaps all users with multiple Macs should consider doing the same, because some SU d/l's are tailored to the Mac doing the d/l'ing and may not be appropriate for all Macs.
(I said "rarely" with the [some months ago] AirPort update that could
only be d/l'ed from SU in mind; I was reeeally put out by Apple's not bothering to post a warning and my resultant fruitless searching of their website.)
