I remember Aion literally had a dropdown menu with instance select - it was awesome.
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It hasn't for me. If the wife is in a different instance, I get a "Unable to leave area" message after the cast is complete, same for her. It could be something unrelated but so far, we think the instances are derping it up. That or our rings broke somehow. :V
Guild Wars 2 you could also just right click on a party member's name and join their instance. I didn't really agree with the megaserver thing at first but they did it right where you could always join a party member's instance. And if they were there before you, just zoning in would put you in the same instance together.
EverQuest II has some great ideas they can steal. You can right-click your party member (or you could. I need to check sometime again) to go to their instance. There are portals in different areas of the zone so you can switch instances on the fly and don't need to go back to a zone line. And you all zone into the same instance if you're in a party.
Right, which then puts you in the same spot as you were before so no having to go anywhere to change. That is what they should do, it would be nice. Then again you should teleport to where your party is to begin with, with an option to select from the mini map or right click their name and "join instance".