How about a "favourite tool" bar?

The brushes panel.

And save them to an easily accesible favourite bar? 

That falls under the brush settings. You can save brushes with those properties.

Hi! Thanks a lot, that's a great feature! I meant one step further though: not only the tool, but also the setting of it (size, opacity and so on). So you could for example keep three different brushes next to each other!

There is one and you've missed it...Edit > Toolbar.

It's still the main toolbar, but you can bring out the "hidden" tools and give them their own space, and put your most often used tools at the top.