I personally would see value in supporting quasi-nested transactions where
they are nested in name only--increment decrement a counter and commit on
last commit, rollback entire transaction on first rollback.  This would have
the advantage that the library would support issuing multiple BEGIN
TRANSACTION statements without error.  

I often find in my code that I have library routines that want to run in a
transaction and can run in their own transaction or join an existing
transaction.  In SQLite I would need to have extra logic in place to detect
the transaction state and only run in a transaction if one is not already in
place. 

I say "would" because the SQLite.NET [1] wrapper provides nested
transactions as a counter already, on top of the SQLite library (as long as
I use the connection.BeginTransaction() method and don't issue an explicit
BEGIN TRANSACTION call myself).

Best regards,

Sam


[1] SQLite.NET Wrapper: http://sqlite.phxsoftware.com/

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