I think it'd be nice to be able to build and install all example applications with one build ;-) Of course, what I'd really like would be to be able to build one app that has a menu that'd let me run each example app, but I know this isn't there right now. Installing all samples apps as individual apps would of course be alot of apps!
The reason I'd like to do this is because I'd like to browse the sample apps frequently to make sure there's no new features implemented in Cocos that I'm unaware of. If I could just build one app and install it, then I could do that before I went to bed and in the morning it'd be all installed on my device, ready for me to play with when I get a down moment at work, etc. Of course the menu for such an app could also have a sort order, so you could sort samples by a "modified date" ;-)
I know we could add a target to the XCode project that would be "All Targets", and it would have all the example apps as dependencies, but this would just build them all, not install them all as one app. As a first step, adding a target like this might not be a bad idea, as I've also noticed that some of the example apps may still be using deprecated api's... I can't say this for sure though, as I'm using the svn release. By being able to build all targets, it'd be easy to find places where deprecated api's were still being used, although I'm sure there must be some way this is already being done...