I just updated my Sendy installation to the latest version and inadvertently clobbered my config.php file in the process. I perform nightly backups, so this wasn't really a problem for me, but it's almost certainly going to be a problem for someone else (or likely has already).
Many web applications do not ship a config file, instead shipping something like config-example.php which can be filled out and renamed to config.php for use. This will allow the copying over of new versions without having to worry about overwriting an important file.
(Being able to update straight from a Subversion or Git repository would be even better!)