I think this was a feature discussed in around 2006, judging from Google searches, and it's something that deserves to be brought up again. Filled contours are a pretty standard feature in other plotting software. See for example matplotlib: http://matplotlib.sourceforge.net/api/pyplot_api.html#matplotlib.pyplot.contourf
Here's the application that needs it: examining decision surfaces of a classifier: http://scikit-learn.org/dev/modules/ensemble.html#forests-of-randomized-trees (clicking on the image shows the source code and the use of overlapping filled contours)
Some discussion on Google shows that there was once a "set pm3d at C" feature that was abandoned because contours don't currently close on themselves, as required for filledcurves to work. Also, using pm3d with a discretized palette has many disadvantages, most notably that the pixels don't align with the contour lines, if you choose to show them, and the inherent computational costs of increasing the isosample resolution (not to mention unnecessarily large file sizes!)
In any case, it seems like a ripe time to bring this one up again and see if there are any new insights!