I have been using the stackoverflow and recently I registered in a some other stackExchange communities like drupal, unix & Linux, computing sciences, cognitive sciences. If suppose I'm in stackoverflow and suddenly if I want to open one of my communities (computing sciences) I don't find my communities in the drop down.
Again I need to open new tab and give my link -- it's rather hectic.
So, I suggest you to add only the user registered communities in the "stackexchange" dropdown in header rather than all the communities of stackexchange. This will definitely improve the flexibility of registered communities.
Hope you do consider my suggestion and improve our site.