Just posted up a new plugin to the M&P database, called 'Navigation Buttons' (it can be found here http://moodle.org/mod/data/view.php?d=13&rid=4575 ).
It adds customisable buttons to the bottom of each activity page, taking you to the next/previous activity, as well as first/last/home pages.
You can customise the colour of the buttons, upload your own icons and choose what is meant by 'home' (course/front page) and 'first'/'last' (in current section or in current course), as well as adding a couple of optional buttons that link to a URL of your choosing.
Screenshot included in the above link.
Sadly, one slight core modification is needed (two for Moodle 1.9), but full instructions are included in the README.txt file.
Let me know what you think.