As mentioned in my answer to Ryan's What are the best practices for structuring your schemas for Experience Manager? question over on the Tridion Stack Exchange Meta site, I think that it would be useful to have a "Go to location" button in the XPM interface when viewing a page.
Having this button would allow editors to quickly switch the the Content Management Explorer (CME) interface and see the page inside of its Structure Group.
This would be similar behaviour to the "Go to location" button on the "Where used" dialogue.
This would be especially beneficial if there is metadata on the structure group that needs to be edited.