Where do you go to request new features in SSMS?
To color code the pages in SSMS based on the server they are connected to
  


In the registered servers pane, right-click on server, go to properties, then the connection properties tab. Select "custom color".

This is also visible in the connection dialog. Click options -> Connection Properties tab -> Use custom color (at the lower left).


  
  Make it go ding when the query results are returned.
  


Tools | Options... | Query Results | Play the Windows default beep when a query batch completes.



The latest version of SQL Server Management Studio is available at Download SQL Server Management Studio (SSMS).