I'd like to see a project option and/or overall preference that puts files in separate components.  
In my situation, I prefer to have every file have its own component so it will always update the customer's machine when making changes to any file, such as text files and such.  When a component has several files, one is assigned to be a key file, which means that if its a different file that changed and no the key file, the customer machine is not updated.  One workaround is using a "trigger file" in a component with many files that is essentially a dummy file. Change the content and all the files get changed, however that's not optimal.
I understand MS is mixed on this giving a warning that it could make things heavier when 1 file per component.  But I would at least love to see an option.  Right now, I have to add files, then walk through every component to make sure is just one file and if not, use the feature to move to a new component (which I love that feature).
Lance