FXsmoothbrot

Unzip the dll and place into the plugins directory (for 32 bit) here C:\Program Files (x86)\Cygnus Software\Fractal eXtreme 32-bit\plugins.
64bit version goes into C:\Program Files\Cygnus Software\Fractal eXtreme 64-bit\plugins64

This fakes a true smooth shading by multiplying the true iteration count by 256 giving 255 in-between shades. You need to have a high maximum iterations setting greater then 16383 or you'll just see a standard Mandelbrot. The smooth shading also benefits from a larger bailout, I recommend 4.
I had some interesting failures in programming this plugin so I've included 'Scalloped' and 'Partial Iteration' shading plus reversed versions, that is the colours sequence is reversed with the iteration band.

updated 24 Dec 2012, now does smooth shaded versions of Burning Ship, Celtic, Buffalo, Mandelbar Tricorn, Mandelbar Celtic, Perpendicular Mandelbrot, Perpendicular Burning Ship, Perpendicular Celtic and Perpendicular Buffalo.