I don't know why this isn't already a solidworks command, but what I would like to be able to do is the following.

Working in the assembly context:

See a part that may have multiple instances in the assembly, but I want to change only one instance of. Maybe a fastener is too long in one location only.

Right click on part, then click (currently nonexistant command) "Make This Part Unique"

Get prompted for new part name and save location.

And you now have a design copy of the orignal part in the correct location in your assembly.

Currently the most straight forward way I have found to do this is to open the part, do save as a copy, open the new part, go back to the assembly, do a replace component, and you'd better make sure you don't have the "all instances" box checked.

If I'm not mistaken, I believe Autodesk Inventor has the "Make Unique Command" but its been a while so I'm not 100% sure.