Hi Graeme!
Nice to see you on the forums again ...
On the "More" tab of the General Options dialog (Tools > Options > General) there is an unlabeled combo box with options that control the next-window and prev-window commands. Choose "Smart next window" (I think it's the default anyway), and you should get the behavior you described. I.e., next-window cycles through windows in order of most recent use, and prev-window in the reverse order. This usually works pretty well. It can get messed up if you are not using the "One file per window" setting ("General" tab). Also, if you load multiple files at the same time, I believe all but the last loaded of them actually go to the bottom of the MRU list, the opposite of what I'd expect.
The other window/buffer switching commands are:
next-buff-tab/prev-buff-tab, which cycle alphabetically. I don't think this is usually very useful, although at least it is predictable and matches the file tabs you see on the screen.
next-buffer (Ctrl+N)/prev-buffer (Ctrl+P), which cycle in order of the "ring", a circular list of your buffers. When you load a file, it is placed into the ring after the current buffer. This can be quite useful if you like to load a set of files with a known order and navigate quickly among them.
These days I find next-window/prev-window the most useful by far.
Regards
John Hurst
Wellington, New Zealand