I know Blender is pretty resource intensive on less mighty hardware, but supposing that I have the hardware to handle it, can I open two files in different Windows, or open different instances of Blender?
No, multiple blend file editing isn't supported, and isn't likely to be added any time soon. Its a limitation in blenders internal design that makes this hard to add.
However, you can run multiple instances of Blender, at once.
This is however a feature of OSX it seems which prevents you loading multiple instances of the same application. But you can workaround this if you really want.
On systems other than OSX (Windows, Linux, BSD.. etc), you can open as many instance of Blender as you like. (and load whatever file you want)
On OS X, by default, only 1 instance of an app can be run. You can work around this limitation by invoking Blender from the command line.
open -n /Applications/blender.app
No, you cannot. To have two separate .blend files open at the same time you will need two separate instances of Blender.
The way to have two or more scenes open in one instance however is to go to Scene in the Info bar and create a new Scene..
Next move the cursor over the little grooves in the 3d view, hold Shift and drag. It will tear open a new frame.
Just reorder it accordingly and choose the other scene.
As I said up above, to have two separate files, the only other way is have two instances of Blender. The above is a workaround. After working in multiple scenes, you could append or link from the single .blend with the multiple scenes, a bit more efficient and less resource hungry IMO.
On Windows, yes. The simplest way to find the answer to this is to just try it. Don't be afraid to try new things! I had the same question a few months back and the way I discovered the answer was to just double click on the Blender icon on my desktop while Blender was already open. A second instance opened with no problem. I even tried running two instances in a desperate attempt to render an image sequence faster. They both animated the frames I requested but there was no visible increase in speed.
The technique I use is pretty efficient. Whenever a new release of Blender comes up, I keep the old one and download the new one as a second instance.
This leads to me always having 2 Blender applications in the Applications folder of my Mac:
As you can see I'm currently running two versions of Blender at the same time, one of them is processing a long render for a Cycles animation while on the other one I am designing a future animation.
This way, I can render with one app while I design with the other, and so on (sorry the image is so small, my Dock is full!)
Some things might look weird (see the "forbidden sign on one of the running Blender's icons, or I'll get weird "Render calculation is over" messages even though it's still rendering), but it works very well nonetheless.
Another great advantage of keeping the last version is being able to go back and forth User Settings panels to replicate the desired settings to the newly installed version.
On OS X, sometime I open a second blend file. I do it very briefly, for example to check that is in another file or to use the new Copy/paste Objects of V2.66. I never have a problem, but it look wise to not do it frequently and to close the second one immediately.
To open two blend files I just use two copies of the blender.app. To not be lost, I find it useful to change the icon of the second blender.app.
I run Blender 2.66 from an uncompressed folder on my desktop. I find that I can run as many instances as I like without any prevention from my OS (windows 8). And I don't have to run another version of blender to do that, what I do is I just click on the Blender icon in the folder and I get a new instance immediately it doesn't send me to the open instance (like other apps would do)