One thing I'd like to see happen, is that we quit calling it "on bottom". There is no such thing. :) You have 'on top' and 'floating'. Then you can dock a window to another window. Also, even when docked to another window (say the desktop) your ontop/floating settings should still have an effect relative to sibling windows within the dock. But saying 'on bottom' just makes things confusing I think. :)

So when you said "... you have to create it always on top and switch it to on bottom later..." I think you meant create a non owned WS_POPUP window, then after the window is created, set that window's parent to the desktop. ? Anyway... :P