There's one nice P4Win (Perforce client for Windows, http://www.perforce.com/perforce/products/p4win.html) feature that I use many times: when viewing the files modified locally I can select some of them (say, 3 or 5) hit Ctrl+D (diff client file with a depot, in other words - see a local "diff") and since I have Beyond Compare (http://www.scootersoftware.com/) set up as my "diff" application - it starts opening all files selected, showing the modifications for each one.
So if I was selecting 5 files when pressing CtrlD - I'll have 5 "diff" windows opened. Now, here's a neat trick - closing a "diff" window is very simple in Beyond, it's just pressing an Esc. When multiply files are selected and CtrlD is pressed - it takes some time (for P4Win, I suppose) to open each new "diff", there's a 1-2 seconds delay before it opens a new window. If I had only minor changes in the files selected - there's enough time to review/verify them quickly and hit Esc, before next "diff" window opens. So it goes like this: select some files, CtrlD and .. esc, esc, esc, esc :) Now you're done seeing all "diffs" for the files selected in one go, without having to CtrlD each one.
I've just checked the "9: Changes" panel in 6700 Selena build - selecting more than one file and pressing CtrlD opens "diff" only for the first one. So how about doing it the same way as P4Win does (see http://img128.imageshack.us/img128/7603/22786898dl8.png) ? Btw, when too many files are selected and CtrlD is pressed - P4Win shows an "Are you sure ?" warning since after answering "Yes, go for it!" it won't be easy to stop it as it keep opening new "diff" windows ..