I think the option to display files in the solution explorer in order of most recently modifed would be useful. I tend to work on the same group of files for a period of time and it's a bit annoying to have to dig them out all the time.
An alternative would be to allow the user to define something like a 'Solution Set' - a collapsible section in the Solution Explorer to put specific files.
As an illustration:
I might define a Section within the Solution Explorer called 'Opportunity', which would contain the following files:
<<various SOQL files>>
<<various Anon Apex files>>