When I open the Options dialog, (Edit->Options), that dialog should take the focus and keep it until I close the dialog.
Any particular advantage that would offer over how it works now? Now you can leave it open and tweak the settings as you work, which is especially useful in full screen and a few other places.
The options dialog can get hidden among other windows and lost. If the changes are things you want to try out in WYSIWYG fashion, maybe they belong on a toolbar?
Perhaps if the Options dialog were a dockable palette (both on the main screen and in full screen mode) that would make it behave more like Windows users expect AND keep it useful for the folks who want it up so they can tweak?
Toolbar wouldn’t be the best option. We need an interface that will allow for expansion in the future as many more preferences are on the way in the coming year. It would be a toolbar nightmare. 
Docking a palette has problems with smaller displays—they have a hard enough time just showing the inspector/binder/editor, and I’m not sure where it would dock to in full screen. A floating window would probably make the most sense, even though that would be annoying in some circumstances.
Once you get used to this, it really works well with the interface. I’m actually relishing in being free of a traditional options menu that forces you to accept its terms before you can actually do anything in the document to see if you LIKE the changes you made. This is not the only window that does this in Scrivener. The Project Target window does something similar, and it proved to be a godsend when writing in full-screen. I think it’s unique to the Scrivener interfaces style. :mrgreen:
Word 2010 does this sort of thing with its formatting options. Shows the changes in your document before you click the choice.