Keep past results available across multiple queries, like TOAD and TOAD for SQL Server. It makes comparing results easy, and is very useful when debugging a query.

Allowing for a user-set 1-99 (default to 5 or 10) results tabs to be visible would be wonderful. I sometimes use TOAD just to get the result history, and then translate the SQL to Linq, and test the results in LinqPad.

This is my #1 desire for LinqPad, and should be easy to implement.