I love Multi Script, since it allows me to collect similar data from many databases at a time.
I wish it had an option to include the column headers in the CSV files. This would be similar to SQL Management Studio's ability to include headers when copying or saving results shown in the grid.
Currently, if I wish to assemble a nice Excel file with headers, I execute my query manually on a single server, and save the grid output with headers. Then I run Multi Script on all servers, and transfer the headers from the first file to the Multi Script file.