Short list of some other things you might consider adding in next one:
1) Make it so typing "connect quake.shmack.net:26001" can be done instead of having to do "port 26001; connect quake.shmack.net". (ProQuake tweak).
2) Maybe add IEEE's idea of being able to select a custom map (.BSP files only, I wouldn't worry about maps in a pak file) via a menu just like your demo menu.
I like the demo menu beyond what words can describe. I think it is great. It would be excellent to be able to do that with maps too.
3) Ambitious, but this would be a real triumph ... cause JoeQuake to cause Windows to file associate .dem and .dz files with JoeQuake so that double clicking a demo file will automatically start JoeQuake and play a given demo.
I know that is somewhat complicated, but this is just an idea and if it doesn't seem worth the trouble I would certainly understand.
Code:
Rough thoughts on #3
It would require that JoeQuake do a Windows registry entry to associate .dem and .dz files on startup unless a jq_nofileassociate flag was set to 1.
Additionally it could be a little troublesome to determine how a file association could invoke JoeQuake in a way to cause it to run the demo.
Again, these are just ideas, especially #3.

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