Nay Nay, The associated links could be grouped and colapsed pretty easily.
But unless I run a complete refactor of the link table, it will be loaded, even if not displayed. It is no issue when list is less than a dozain, but running with undreds of items, it will be a real performance issue.
Just seems it would be nice to get to project data from one location
YES

.
I really share this point of view.
But to my opinion, Project screen is not the good place for it.
Ticket #552 already exists for that point.
and be able to add items from the same place
It is not the way to use Project'Or RIA...
Be nice also if there were an ability to add other items from various screens
Project'Or RIA provides it.
like add activities from projects
You can add Activity from add Link. But Project'Or RIA "Link" functionality is not designed for this.
or edit contacts from add contact dialog.
It is not designed to it. It is just designed to be abled to add new missing item without losing corrent changes.
New functionality is planned (Ticket #806) to provide direct link to selected element in list. It will provide easy way to update selected item.
just be nice to add items from other items rather than need to exit one, another menu then back to the original item
Project'Or RIA already provides this functionality.
NB : If you just have to get view of data for single project, just use "ProjectSelector" (top left field) and use Projet'Or RIA as it is designed to.