Although I think the XenForo way of attaching images blows every forum package (the dreaded vBulletin product (yes, I am sorry... even the (not dreaded) vB 3.8 product on this matter, but don't get me started on vB4...) comes to mind first) out of the water with it's simplicity, flexibility and user-friendliness (do I need to go on? ), I believe dragging/dropping will even add more user-friendliness to the already excellent XF way.
It would be nice if the message posting forms were defined as file drop zones, so that attachments could be dragged from a user's desktop directly into a reply, starting the upload instantly without any file selection dialog.
For a functional example, try dragging an image from your desktop into Google Image Search
There's some useful code in jquery.fileupload, but it's very bulky and certainly not something you'd want in the xf core. (It even has a dependency from jquery UI - ugh)