You can use the Option key to open stack items in the background and keep your stack open to be able to choose other items -- just hold it down prior to clicking, and the action will leave the stack open.

You can also navigate stacks with the keyboard. Use the arrow keys to move around, and this works quite well with the keyboard shortcut Control-F3 to activate the Dock. You can also type ahead to get straight to an item in the stack, which is very useful when you have a folder full of items.