Often when I start emacs I open the same set of files. How can I make it so that I can quickly select several files from a directory and open them?
You could try setting up a fileset in Emacs to accomplish this .
Have a look at the desktop commands, you can save your desktop into a file, say at the top of your project and then use desktop-change-dir to that project and it will load the files.
Have a look at the documentation on saving sessions. http://www.gnu.org/software/emacs/manual/html_node/emacs/Saving-Emacs-Sessions.html#Saving-Emacs-Sessions
This is a think-outside-the-box solution:
I use ENSO launcher on my windows and am more than satisfied with it.
select the files you want to open in explorer or total-commander or anywhere
simply press ENSO button and type
open with emacs
and presto :)
I know it is not an emacs solution, but it is a very helpful productivity tool.