I am shamelessly trying to copy "someone's" idea of a MainForm.
I wonder where I have seen that done before 
Now I would need to have a "Window" ToolStripDropDownButton to behave in the same way as the MenuStrip MdiWindowListItem. Would that be too difficult to implement?
It really isn't too difficult. We actually use a list instead of updating the DropDown menu, which is easier and takes less time. In either case, you just need to "wrap" the loading and closing of your forms. We have a menu system that wraps all of our menu calls and we create a handler when the form is created. Also, when the form is created we add it to the list and pass along the window handle. When the forms "FormClosed" event fires, we then remove the item from the list.
The above is a screen shot from our medical system and shows how we implement the Windows Panel. Ours is a little more complicated because we actually have a legacy VFP session within the MDI environment as well as the .NET forms. So both of them have to show up in this panel which is a little more cumbersome. But for .NET only forms, this is much easier because you are directly in control of the forms.
One other option is to just monitor the MDIChildren property of the MDI form or client. The MDI client or form has a property called MdiChildren which is a list of all of the visible forms:
Me.MdiChildren
In any case, there are a number of ways to monitor the forms and place them in a collection and deal with them. If this doesn't get you started let me know and I will give you some more snippets.