That only cycles between currently open tabs, so that's not quite the same. The genius of TextMate's go-to-file pane was that before you started typing, it would list your recently closed files, so the go-to-file pane had two functions in one, both servicing the need to open something that is not currently open.
Have you tried the "show files" panel? Ctrl/cmd-T. Works like TextMate's. Works like ctrl/cmd-P except it only accepts files, and will show a default file list when it opens.
I missed that somehow, although it seems perfectly obvious now. I'm flexible enough to relearn a familiar key binding. (How often do you hear that in reference to a text editor?!)
