Have you tried the "show files" panel? Ctrl/cmd-T. Works like TextMate's. Works like ctrl/cmd-P except it only accepts files, and will show a default file list when it opens.
Well, that was my original point above – the difference between cmd-T in TextMate vs. Sublime Text 2 is that TextMate ordered the files with the most recently opened at the top.
In TextMate, I got used to using cmd-t to jump back and forth between files. Minor thing, really. I just wondered if anyone hacked that same behavior into Sublime Text.