Building single files in Eclipse

I'm moving to Eclipse for Python (with PyDev) and LaTeX (with TeXlipse) but I couldn't find how to build a single file.

This is not so much of a problem for python, because I usually create projects, but isn't there a simple way to build a latex document with Eclipse? I find it a bit cumbersome to always have to create a project, then go through Import->File System->Choose the file to actually be able to edit and compile it.

Did I miss something obvious?

Try File -> Open File to open an arbitrary file without first creating a project.