The fine people at 37signals propose to just forget feature requests. Don’t bother to track them, just read them and throw them away. If something is really important, users will keep telling you over and over again, so you will remember anyway.
I don’t fully agree. A tracker for feature requests can focus discussion and “collaborative thinking”. But in general, the idea is sound. You don’t want to implement a new feature because of one reader. You want to implement the features that many people need. And these will pop up over and over again (like support for branches in StatCVS).