I'd like the "replies depth" for bodies to be required to be larger than the "replies depth" for headers, as that provides a much clearer result when the depth limit is exceeded. I recall trying to make this the case for Anonymous Monk but being twarted by a combination of somewhat obscure things. Making it that way for Anonymous Monk and having it default that way for new users would be a big improvement.

There are several improvements that can be made to the display when the depth is exeeded (linking to where the defaults can be changed, always providing a clear link where you can see more of what you are missing, allowing a temporary increase in the display depth, etc).

The (unclear) call for completely removing this default depth limitation is certainly unlikely to be implemented. Raising the default might be wise. It seems that a lot of similar popular sites have a depth of 1 and I certainly find those frustrating to try to peruse. :)