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You could adopt the very good habit of naming each layer. (just double click on the name it has, ie layer 346).

 

If you work with loads of layers, you could also create sets in which you can keep the "chapters" of your work. Just create new layer set, Cmd click to get the properties dialog box, give it a colour and name, and then drop all layers that belong together in a set. 'nother advantage is that you can easily lock a complete set with one click.

This is what I (try to) do, but sometimes I'm a bit lazy, or use the excuse of a creative frenzy/fit not to name the layer when I create it. And then I can go down the list, just like you describe...