You should consider giving ctrlp a chance (if you are not using it now). It provides a command:
:CtrlPMRUFiles
allowing you to select previous open files. This, among other things, is cool stuff. I used the MRU plugin mentioned by @DrAI, but as soon as I started using ctrlp, I just use this one.
Another popular plugin that provides the mru feature is Unite .
skeept
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