It took me a while to discover how to choose a nextgen-gallery image as a Featured Image (or Post Thumbnail). You have to do it via the Add Media button and then choosing your image from any gallery.
However, I think it would be great if this could be done from the "Set featured image" button on the right...it seems this opens a simplified media gallery which doesn't include nextgen's images.
Thanks for wordpress!!
May happiness be with you.