There already some excellent suggestions about this, so this post is to simplify and sum up a few basic ideas:

Most IDEs have a previous/next bookmark operation, which I find invaluable (much more useful than "go to #5")
The numbered bookmark system is very difficult to work with in general; some way to name bookmarks and/or select them in a Bookmark pane is needed.
The option should exist for bookmarks to work project-wide, not just in a single file.