Hi Pascal
Yes, this is exactly the main point IMO
Feels really annoying when you happen to select the right object , but HAVE to confirm that before going on.
(Now, I’m sure I have already said what follows (maybe more than once … sorry ) … but I’d like to repeat it here, while we’re talking about selection … please bear with me … )
I remember, some 20 years ago, I was using Cimatron, that had a different approach to selection disambiguation.
It worked this way (as far as I can remember):
If you are lucky and happen to select the right object by your (first) click:
Fine, you have nothing more to do and can go on running the command.
If not, clicking left and central mouse buttons together, you circled on the possible objects, which were highlighted one at a time.
When the right object was highlighted:
No confirmation needed, just go on with your command.
And when you have to select ALL the candidate objects at your picked point, you just have to repeat clicking LMB without moving the mouse, any click selecting one more object, in no particular order, until all is highlighted.
I think that such a selection behaviour may sound strange and limited at first, but I think it works well as far as we’re talking of a list of about 2,3,4 selectable objects, which is what happens more often to me (don’t know for other users, obviously)
And I also think that Rhino behaviour is generally much flexible, and clearly superior when we have lists of several selectable objects.
But when you only have 2 objects and are forced to 2 or 3 clicks to select the right one … well, it feels pretty frustrating …
And while I’m talking about weird ideas … 
Another thing that came to my mind when fighting against Rhino (
) trying to select what I wanted to select is this:
I usually work in wireframe and usually work with surfaces with coincident edges (for example what you get exploding a polysurf)
And often I need to select a surface by cicking an edge, maybe because there are no isocurves in view, or maybe when I need a point on the edge, or need to select the edge itself.
Let’s suppose that there are two surfaces, A on the right and B on the left, with a common edge.
If I need to select A (on the right), I ‘naturally’ tend to pick slightly on the right of the edge, that is on the side where the surface lies.
Woudn’t it be fine if, in this case, Rhino selected the left surface when picking slightly on the left and the right surface when picking on the right ? 
Hmmm … I think this one might be too complex to do … also beacuse I think almost no one works in wireframe anymore ,
But maybe it might be useful when choosing between surface edges and curves, as Asterisk asked (selecting the edge when picking exaclty on it) … anyway …
… just my two euro cents …
Thanks