I was just going to submit a feature request for a polygonal selection tool like PS, which I use frequently. Glad to find I'm not the only one missing this. The holding down of the shift key while clicking around with the Free hand selection tool just isn't intuitive. And honestly, I associate shift-clicking to adding to my current selection (instead of using the ctrl key in AP).
I'm so glad you posted this JDW! The first few times I tried shift-clicking I didn't see a line at all, no indication that the tool was even working. Because of that lack of tool feedback I never shift-clicked a second point. Again, it just wasn't intuitive. I want to see where my initial selection point is so I can properly place my second point.