Regarding the video: if you had double-clicked the file "setup.py", it would have stayed open and it probably wouldn't have been so confusing. Doing a single click opens it "transiently" so that you can quickly navigate a folder without opening many tabs. The transient tab is closed as soon as you open another file.

I like to work with only one window, so maybe it should be added as an option. I'm not sure how to name that option though. "If you have opened a folder, opening additional files outside the tree should utilize a new window." is a bit long :)

The untitled document is closed automatically once you open an existing file (as long as the untitled document isn't modified).

This sounds like a good idea.

Did you try to use the list of recently opened files for this? http://www.textasticapp.com/v4/manual/lessons/How_can_I_show_a_list_of_recently_opened_files_How_can_I_close_the_current_file.html

A trial version of Textastic is now available for download at http://www.textasticapp.com/mac.html

I guess it depends on the keyboard layout. The default shortcuts on a German system are very different from the ones you're describing. I've added it to my todo list.

Safari does use ⌃⇥ on my machine. I'm using Mac OS X 10.8.4 and Safari 6.0.5:

Xcode uses ⌘{ and ⌘}.