It's not an exact match to your request, but check out the Caret History plugin. It lets you use Alt+Left/Right to jump through a history of your cursor-positions, across all open buffers. Personally I find this approach more useful than just switching files, though it could use some refinement.
Also, ST2's default Ctrl+Tab/Ctrl+Shift+Tab behave something like a file history, but operate on the order buffers have been viewed rather than opened.
This would be very useful for code intel plugin — after I jump to a definition it's hard to go back.
If the topic's what has been described by Joel, it should not be hard to write as a plugin. If you know some Python, go and try.