I really like XNEdit. You've done a great job!!
Two features that would be very nice to have would be to be able to save and restore a "session" (with "session" meaning the set of currently open files), so that if you are working on several source files, you can quit NEdit and open the same files again in one click the next time you start NEdit.
Another feature that would be very nice, is to be able to select several files with the file dialog, so that you open all selected files.