Include a 'Save State & Data' option.
It would be very useful if an option was available so that the user could save his/her current state, commands and data (including any new variables) inclusive within a single file. This would provide a unified, compressed dataset that is independent of platform being used to visualise it, not only making it portable but the user would not have to worry about the paths to the dataset and it could act as an emergency backup for the data. As far as I am aware, both Tecplot (*lpk) and Ensight have this feature available.
Yes, right now the 'save state' points to an absolute path to the relevant files, it would be very convenient to have everything in a single (perhaps redundant) file...
I also think that this would be very helpful!
The "Save Geometry" option should be improved :)