The private browsing theme is now available on all platforms
Firefox is always adding new features and getting improvements, but Mozilla has been working on some of those for a lot longer than it would like to admit perhaps. The new tab page is one example, but the download panel is perhaps the best.The feature has been around for years now and it's still not enabled by default, instead Firefox users still get the ugly and annoying download window.
That may be changing as the panel is enabled by default in the Firefox 20 Aurora, but we've been through this before, there's no guarantee that it's going to be available and enabled by default in the stable release, several months from now.
In any case, it doesn't look like much has changed from the early iterations of the integrated download panel, thought it may be less buggy these days.
Also, in the Firefox nightlies, there's the new Private Browsing theme. Firefox 20 comes with the ability to open new private browsing windows without having to close your existing ones, running private and non-private windows side by side. The theme makes it easier to distinguish between them.