Nate Nelson gave a presentation on undocumented features in CFMX. I have never seen Nate speak before, but he was a good presenter.
He covered making changes to the XML config files, how to reset the admin password if you lose the admin password.
He also showed how you can add code to the CFAdministrator. Some of the cooler features he showed off had to do with the cfQuery object, and the methods you can use on that object.