It would be nice to have one simple location the user could access to set every appearace feature and have a preview of the final outcome before applying. Perhaps it could be similar to the Xfce-Theme-Manager by Keith Hedger. It would also be nice to make sure the user could tweak any part of any theme to make it as he wishes, and then save it as a new theme. Xfce is all about simplicity, and this would go a long way in serving that standard, as well as making things much more intuitive. Thank you.
I've just added palette previews for Gtk+ themes (http://git.xfce.org/xfce/xfce4-settings/commit/?id=0ac39335e4f9cafefc526dd0280d61062a8d35c5) and previews for icon-themes as well (http://git.xfce.org/xfce/xfce4-settings/commit/?id=399217a335d6477c2fe286cf6daae4428fc0292c), but this is as far as I would wanna go in xfce4-settings. Closing as wontfix for now.
Well, anything is an improvement in the right direction, and is appreciated.