Maybe call it "Butler"  ??? Just a thought...

Opt-in only with an easy disable option after opting in... correct?
 

I imagine the following ...

  (optionally by user) geographic location
  (optionally by user) user information / company name
  (optionally by user) Monty Program Ab customer support contract id

won't be shown to everyone, correct?  So maybe a filtered public versus unfiltered private view?
 

A separate executable would probably be the best for the reasons you highlight in your first paragraph.  The drawbacks are probably covered by the fact that 1) if a user is having that awful of a time, they are probably able to step through the executing code or 2) the user probably has a support contract with a company that can step through the code and debug the problem.  Granted more in depth statistics would be useful, but maybe it would make sense to have a separate project to create a loadable module that would be "more invasive."  This tool seems to be oriented towards usage and "usage related" data, not necessarily troubleshooting/fixing.
 

I imagine if the code is generated with this in mind it should be easy to switch out the "transport" (read transmission method) layer at a later time.  Unless the person coding it really ties the data formatting and submission process to the protocol.

I think the proxy idea, as well as the "wget mode" are great ideas.  If the user isn't paranoid and doesn't want to "sniff traffic" one could also provide a log of all activities and a separate log for all messages.
 

maybe disk speeds? and type?  (SATA vs SAS vs IDE)
 

any libraries?
 

the slightly insane might also run multiple instances on a single machine, so what about checking for other installations? 



Just a few thoughts, hopefully they're not distracting or useless.

-Adam