The idea often appeals to me but I quickly get turned off by the practical realities involved, particularly when getting the app to both look reasonable and work on several platforms.
That said, I've been thinking about XUL/Firefox addons for some simple configuration things.
If you value your sanity, put the XUL handbook down and step away slowly. Of the handful of completely failed software projects I've worked on, most have involved XUL and the Mozilla runtime stack in some major way.
The complexity of XUL isn't worth it for the payoff, IMHO. Stick with something simple like Shoes or Tk, or go for Qt or WxWindows if you need a rich widget set. Don't let the fact that XUL looks kind of like HTML mislead you into thinking it'll be easy to build on and deploy.
In that case it's worth plunking down the cash for a Qt license (or going Open Source). It really is the best framework for doing cross-platform native-ish development.
That said, I've been thinking about XUL/Firefox addons for some simple configuration things.