A very useful feature found in TextMate or Sublime Text:
1. You opened a project or just a folder (and Geany will then consider all the files within this folder recursively)
2. With a shortcut (like Ctrl-P), a input text let you enter a file name
3. An autosuggest list appear below the input text with the list of files matching in the project/folder and you can open the file by selecting the proper file.
Pros: One less action requiring the mouse
Cons: I don't see any.