Sublime Text 2 – Package Control installed but the list not shown

You can type Ctrl+0 (Ctrl+Zero) to focus on the side bar.

Then you'll be able to move selection among files with arrow keys and to open the selected file hitting Enter, without touching the mouse.

The maintained version of SideBarEnhancements now only supports Sublime Text 3. A public beta version of ST3 is available for download, and I highly recommend upgrading if possible, unless you absolutely depend on some old ST2-only plugins, and there is no chance that they'll be ported to ST3/Python 3.3. Many plugins now support both versions, and more (such as SideBarEnhancements, SublimeLinter, and others) are now only officially supported on ST3.

However, if you must stay with ST2 for whatever reason, I've posted the last version of SideBarEnhancements to support ST2 on Github, and I promise to not delete the repo! Installation instructions are provided in the readme.

UPDATE

As of September 2016, SideBarEnhancements and other packages by the same author have been removed from Package Control - see my answer here for an explanation, such as it is. Going forward, to use SideBarEnhancements in ST3 you'll need to add the Github repo (note that it's not a normal repo URL, as the main branch is st3, not master) to Package Control using the Package Control: Add Repository option in the command palette. This will ensure that your local installation is updated.