I miss only "project" feature -- ie ability to open multiple directories in single window. Because of this I now have 5-10 windows open and I'm getting lost...
Unfortunately there's quite a bit to get done because everything was built around the assumption there would only ever be a single folder. In the meantime I recommend Git Project Manager, which is what I use personally to deal with multiple projects https://marketplace.visualstudio.com/items?itemName=felipeca...
I'm on the VS Code team. We did an initial investigation into what we would need to do to make this happen last week. It's definitely on the roadmap, more updates should come soon https://github.com/Microsoft/vscode/issues/396#issuecomment-...