About the plugins:
They can be loaded from disk on all platforms. There is code that deals with loading dynamic plugin libraries for Linux (+Android), OSX (+jailbroken iOS), Windows of course and PSP. The only tested code is for Windows, Android and PSP though because I haven't gotten around to write Makefiles for the plugins on the other systems. In theory the plugin system is fully platform independent though so there is really nothing to fix there.
The reason why I implemented the builtin plugin support is that iOS application that are in the market are not allowed to load dynamic libraries but everything has to be compiled into one binary. So without builtin plugins, no plugins could be used on iOS.
Edit: Of course plugins have to be recompiled for each platform. What I would really like to see are more open source plugins that could be put into the AGS repository so that they are available everywhere. This is the time to be as cool as Mr. Leafshade whose AGSBlend plugin is in the repo and thus available on all platforms.