There's a huge need for a better way to create custom, 'adminable', themed error pages that do not redirect (no 302s please) and pass the correct header status (404, 500, etc.). If it's a not found error, I'd like to add search, categories and the latest products to the page, for example, but still pass a 404.

The web.config custom error pages setup just doesn't cut it and doesn't pass the correct headers.