Say I have a SQL*Plus scripts that I want to run step by step in PL/SQL Developer's SQL window:

First insert is fine.

I can't run the @-statement itself, which is slightly annoying, but I can live with that.
It would be amazing if it could run it though (with current directory set to either the current file's directory, or the predefined Files location I opened it from)

When I put the cursor in the second insert and run it, the AutoSelect will scan backwards and include both the comment and the @-statement, and give me an "ORA-00900 invalid statement" error.
Instead I have to select that statement before executing it.

It would be nice if the scanner understood that the "@" was a separate statement and stopped there.
It would be even nicer if it then scanned forwards, past the comment, and only selected the actual statement.

Try running it in the Command Window instead - it imitates SQL*Plus so it would understand the @-statement.

You can't load a file and selectively execute statements in Command Window. I would have to copy-paste.

In some cases it would be interesting to @-run the complete script in a Command Window, but there are at least two issues that makes this awkward:
* You have to go into config to change current directory, especially if the script contains other relative @commands
* It doesn't stop on error

On top of that it seems a bit slow? Due to the first two I have only used it a couple of times, so I don't have any hard numbers, but I want to say it takes twice as long as running in SQL*Plus.

If Command Window had a "Current Directory" input field and a "Stop on error" checkbox on top, I might've used it more, but I still think the SQL window is where I prefer to work.