Hello,
I think there is a real problem with opacity in Paint .NET (or maybe I have not looked for an existing feature, yet) :
When you use a pencil or brush (not paintbrush), and you set its opacity to less than 100%, it should not add it's opacity to the same stroke : in photoshop, when you push the left button down, the stroke is applied at desired opacity, until you release the button. If you want to add opacity to the existing colour, you have to declick then reclick. I think it's a normal behaviour for a painting program.
However I think Paint .NET is barely useable only because of this problem.
I think that from the moment when you push the button to the moment you release it, painting should be done in a buffer :
When you push the button, an (transparent) image buffer is created, and as you doodle with the mouse this buffer is filled with full opacity color.
When you release the mouse the buffer is pasted onto the drawing buffer, using the tool opacity.
I'm not sure I was clear, but I think it would be a really important feature for Paint.NET
Cheers,
artscoop