On any given day, I will usually be working on only one of several projects in Stata. These projects will often take several years. It should be easy to switch to the folders for these files. For example, to switch to my project on Stamp Duty the command go stamp would be handy.
I wrote a small bit of code to make that happen. You can download go.ado here. Download it, edit it with your own shortcuts, save it to your preferred ado folder, and make it easier to jump to different projects.