[meme]

It seems to me that you can mimic the right click menu send to collections with the plugin. You can select the books you want, add a tag/collection name. Then run the plugin (you can put it on your right click menu), select customize, just select 'Create' for tags and put your tag/collection name in the Include column. Then run Create Collections and you will get your collection. It's essentially what you are looking for - with the benefit of reminding you what you sent to a collection on the Kindle making it easy to tag a new book and resend. OK its a couple of windows instead of one but its close.

But if you just want to create collections on the fly then you can use the Edit window. In the current plugin version you can see in the Edit collection view whether a document is in a collection or not (see the Collection column on the right), and you can select the Collection to view the books in/not-in the collection.

The next version of the plugin (currently undergoing a lot of change due to the new plugin api and to take the opportunity to cleanup the code) will add the Author and Date column to the Edit window, with sorting, and add the ability to select multiple books to add/remove.

Interestingly, if I look at my test version, it is now awfully close to the Calibre Device View. So I can imagine that I could add code to support a Send to Collections option to the plugin that does what you are thinking. It would be in addition to Edit collections but its not something I'll be looking at for some time.