Despite all great features WinSCP has, one of things I've been always looking for is the ability to open or edit a remote file directly by entering it's path for example in open dialog.
What I'm doing at the moment to open a file consists of these steps:
1. Browse target directory
2. List all files(maybe too many files)
3. Find the target file
4. Open/edit file
P.S. each time you save the file, all files in the directory are re-fetched and that sucks when working in a directory with hundreds or thousands files.