I've just posted a feature request (More efficient method to compute moments of the Johnson $S_B$ distribution). What is the practice, is it usually considered enough or for efficiency I should also post my feature request somewhere on the Wolfram site?
Do not post features requests or bug reports on this site.
Mathematica.SE is not affiliated with Wolfram Research in any way. If you want to communicate something to Wolfram Research, you must contact Wolfram Research directly. There is no guarantee that anyone from Wolfram will notice your post here. Even if they do notice, it may never get turned into an proper bug report or feature request internally.
Instead please contact Wolfram Support. They will file the bug report / feature suggestion for you, if they decide that it is valid.
Also, keep in mind that this is a Questions/Answers site. Posts here must be questions, not comments or suggestions.
All this does not mean that there is anything wrong with the specific post you linked. It does read as a question. It is completely appropriate for this site. However, if you want to propose an idea for Wolfram, it is not sufficient to post on Mathematica.SE.
I phrased my answer as above because I wanted to make it clear for future members that comments/suggestions/bug-reports which are not questions are plainly off-topic on any StackExchange site. There have been instances where people posted "I want to report a bug, function
f is broken." That is not appropriate. There are of course many valid questions about bugs: "Function
f gives a strange result, is it correct?" is okay. "Function
f gives a wrong result. It looks like a bug. How can I work around the problem and get the correct result?" is also okay.
You certainly should, if you want it to be considered properly. Although some WRI personnel are members of this site, it is nonetheless a completely unofficial user forum and we have (on the average) no more control over the product than you do. I gather that perhaps you had not appreciated this before posting your question. But, please note that while Wolfram Community is the official WRI user forum, it is not the accepted way to make feature requests either. These should instead be raised directly with Wolfram support. You can use "Give feedback" on the Help menu to do this.