Update: This has changed with version 3.8, read the awesome news at A follow up to my NDepend pro tip...
I feel stupid for not finding this power tip before, but recently I had about 20 projects to analyse - a situation that appeared to be painful because it meant creating NDepend projects for each one.
Thankfully I stumbled on the terribly named Select .NET assemblies to Analyze option in the file menu. This is option is actually a way to create a quick temp NDepend project!
Once you have clicked that, you should click the choose VS solutions option and you get another great dialog showing you a list of your Visual Studio recent solutions! This is great because I would load the code in VS, build it (to make sure it can build) and run code metrics against it and having this quick selector linked to VS meant that I do not need to browse for the solution NDepend again!
Possible bug in it though, where it doesn’t show web projects; WinForms, console apps etc… all fine just not web projects?!
Select the one you want, hit OK twice and analysis starts!