Version:           1.6 (using KDE KDE 3.5.6)
Installed from:    Ubuntu Packages
OS:                Linux

I am used to PaintShopPro, and there is something that I am really missing: an extensive jpeg export filter.

Under PSP (there is probably something similar under Photoshop), there is a jpeg export wizzard. It's a small window that allows to select jpeg compression level, progressive mode, color subsampling. You are also presented a before/after side by side view, in order to check the visual results of your settings.
An important feature, is that this dialog also tells you about the resulting file size.

With this feature, you can select the best option combination (according to you) based on filesize and visual result.

My main use for this is to prepare pics for DPChallenge.com, where there is a filesize limit when entering competitions. I guess some people might also want to use such feature when creating pictures targeted at websites.