Multiple Contexts - without cross queries.
I think it would be nice to be able to have multiple database connections/contexts. This would be handy in Azure where you can't do cross database queries anyway.
It would just make pulling data from one database into memory and comparing against another easier...
Joris Talma commented
This has been suggested before: http://linqpad.uservoice.com/forums/18302-linqpad-feature-suggestions/suggestions/1926753-allow-multiple-data-contexts-per-query