When you click "Change Connection" the "Server name" pulldown contains all of the servers to which you've connected, in a seemingly random order. Up at the top of my list, at the moment, are servers to which I haven't connected in several months. Below those are servers to which I connect several times a day.
It would be nice if SSMS could automatically "age" names down the list, so that the top of the list contains the most recently used names. This would save both time and the aggravation of having to scroll through a long list of names looking for something that you know must be there because you connected not even 10 minutes ago.