I learned while using another 3D modeling program that the best way to create things like robots and assure that everything will fit is using the "connections" from the main body as a base for the other parts.
In anim8or, if you make a robot arm as a objetc and starting editing, there is no way to see how they will look like in the final body without changing for the figure/scene/sequence view. In the same way, you can do no litle adjusment on objects without changing to the object mode.
My suggestion is to have a option to enter in the object mode without losing sigth of everything in the figure/scene view. Of course only the object selected would be the one editable, but even a simple wireframe for the others object in a gray tone would help to don't lose the sigth of the bigger picture. Of course, this feature would be optional. I suggest you could select the object on the figure and then activate this as a "Object submode".
Other suggestion i'm not so sure about, but i remenbering having some issues with UV textures, since i could not even see the actual texture while rotating that yellow square. If i could only see the actual texture in that square(with some low level of oppacity of course) would be much easier to adjust the position of everything, i think. the bigger problem for me is having to adjust ligths and do a render before seeing how the textures would look like.