It would be really useful to have an option to use unicode substitutes instead of spaces when doing tag->filename renaming. e.g. if the song title is "Foo \ bar", the current output file name for %TITLE% would be "Foo bar". But, IMHO, either "Foo ⧵ bar" (U+29F5 Reverse Solidus Operator) or "Foo ＼ bar" (fullwidth as typically used in Asian scripts) would be a better option.
I've just listed the few I know about from windows, linux and macs but there might be a few more around I missed.