There was a vB mod that allowed you to auto welcome new users. You could create multiple messages, such as "My Site would like to welcome NEWUSERNAME as the newest member of our site. How about tell us a little bit about yourself." or whatever you wanted, and a random message would appear into the forum of your choice every time a new user joined. This was a great way for building personalization (even though the user doesn't know it is automatic) and a good way to get people participating on the site.
I agree too. It's surprising the amount of members that reply to those welcome PM's. It helps to give that "personal feel" that forums sometimes lack.
I would be surprised if the devs didn't have this one on the plate for future updates.