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Using control to toggle selection of files to open seems a bit clunky and not with the feng shui of Sublime.  Implementation of shift selection would be easy to implement mouse-free, which is a goal of sublime's interface.

As an alternative solution to "Make Goto Anything Easier to Open Similar Files", why not have Goto remember the last thing you typed, as well as the location of your last selection.  Auto-selecting the text in Goto will prevent this feature from interfering with classic usage patterns. Once you've done your Goto search, just Control-P, select file, Control-P, select file...

I can confirm that this does not work in linux.

Nevermind. The Sublime Print plugin over-rided ctl-alt-p.  Not a bug.

This would be sweet, but the challenge is that Sublime caches the file system in order to make Goto Anything snappy. Caching the entire filesystem would make Goto Anything return to many false-positives. It should be doable if you only Goto files not in your project when the begining of your Goto query matches the root of your file system "/" on linux "{driveletter}:\" on Windows. 

Tab completion would definitely make this feature awesome.  I currently have to go to the command line to get this functionality. Great idea.
Build 2158 fixes this for me. Ubuntu 11.10 x64. Thank you! 
No plugins. Vanilla install. I verified by moving my ~/.Sublime Text 2/  directory and restarting. Problem persists. Build 2134
For me, Ubuntu 11.4, middle clicking works correctly until you're combining selections from other applications.  I think the problem might be related to sublime keeping a selection if the selection changes from another application. In Linux, you're supposed to only have one selection across all applications. Sublime doesn't honor this.

To reproduce:
1) Select some text in a terminal
2) Open sublime and paste the text with middle click on the location you want the text (works correctly)
3) Type some new text, select it.
4) Go to a terminal, notice that your selection from before is no longer selected (selecting in sublime correctly deselects it, this is standard behavior in linux)
5) Select something new
6) Go back to sublime, notice that your selection has remained (erroneously).
7) Paste using middle click to find that your selection from the terminal pasted.

The confusion is that even though the sublime says something is selected, its actually not in the middle button buffer.  I think Sublime should check to make sure that the selection matches the middle button buffer when a context switch brings sublime into focus and deselect your selection if it doesn't match.