Pandora just announced a bunch of new features.
QuickMix will allow you to select stations you want to mix together. While playing QuickMix the station that contributed current track will be marked with orange border and the stations list will scroll to make it visible. It is even possible to send the mix via email.
"Move this song" feature will allow you to move the song you like, but you think that it should be in another station, to that station. This option is not visible while you are in QuickMix. Bug? After all you do know its station.
Finally you can sort stations alphabetically in addition to order you created them. Next step is to be able to group station, like OpenPandora does with shared and your own stations.