A fanatic phpBB user trashed threads because it didn't show new PM:s on all pages (and that the control panel had a lame name or something like that). I went to phpbb.org to see how it looked on that system but as it turns out, neither does phpbb, it was only a mod. =]
He then started to blabber about things that it wasn't possible to customize threads' look, doing addons, and also about it only being in perl etc. So I stopped paying attention to him.
But he might have a point about the PM-bit. Not everyone notices the flashing icon, and it might not be perfectly clear that PM:s are found in the control panel. Adding some PM info on every page will probably add an extra query, but somebody might be interested in it?