http://www.intellij.net/tracker/idea/viewSCR?publicId=14128
It took me a little while to figure out that I had to
a) open the project pane and
b) highlight two files in order to have a menu item that will launch the diff window.
How about providing (in addition to the above) "compare with..." on the menu for any file. This command which will launch a file picker to find the second file to compare.
This is better because you can assign a hot key to it and because highlighting two files may be very inconvenient when they are not adjacent to one another in the project. Also it will make the "diff" capability simpler to find for novices.