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This is actually Sublime Text's killer feature... it's one of the main reasons Sublime Text is awesome. There are tons and tons of ways to select multiple things at once and to manipulate them simultaneously.
This is for the old version, but it should still apply: http://www.sublimetext.com/docs/selection
It already does this for me... what version are you running?
This would be really nice to have. If I just hit Cmd+o I'd like to be able to open either a file or a directory.
You can add custom layouts to the view menu. Check out Default/Main.sublime-menu in your packages folder.
Could the folder just pay attention to the fold markers in the tmlanguage?
You can make as many bookmarks as you'd like...

Already exists. From "subl --help":

"Filenames may be given a :line or :line:column suffix to open at a specific location."
Duplicate of http://sublimetext.userecho.com/topic/23709-upon-selecting-a-word-highlight-all-occurrences/

There's a working implementation of this feature at https://github.com/SublimeText/ElasticTabstops.

It's not quite perfect in a couple of ways, but these mostly have to do with limitations in the API. I use it, anyway. Feel free to give it a shot and see if it suits your needs.