All too often we have heaps of projects in our solutions and it takes an age to find what you're looking for. However, help is at hand... Visual Studio 2005 introduced Solution Folders.
Simply right click on the solution and choose Add > New Solution Folder
And you can go from this (not the best example I know)...
... to this ...
... in a jiffy! Just drag your projects into the new folder.
The best thing is that these folders are entirely virtual so you can move projects around without affecting the build or the 'real' folder structure. This is great for larger projects.