When dealing with a report I think it would be really nice to have the moderator check box with in the report. This way you can just deal with it rite there and not have to open a new tab and take care of it. Not sure if there is already an add on for this or not.
Also it would be nice if, when you select the first post in a thread, the option to lock the thread would appear. Instead of going back to the forum and a doing it from there.
I do not own a licence to xF, I moderate on a forum that uses xF called Se7ensins.com