The now playing feature is only there because of MSN Music, click on one of those links in the contactlist and you'll see (they offer legal - payed - downloads)
I would not like it one bit if you could see wich site i am looking at..it's nobodies business but my own (invasion of privacy)
What i think of your other suggestions i already said on irc so no need to repeat that (invasion of privacy, impossible due to how msnm works etc.)
For the nicknames you can make quicktexts:
/nick LittleK
alias: n1
this way you only have to type /n1 (or other aliases if you set more) and press <enter> to alter your nick.
/ 
