Expect the ability to name the memcards at heart's desire and being able to 'push' then in one the two slots today occupied by Mcd001.ps2 and mcd002.ps2 in the next PCSX2 public release
For now, just create a subfolder under the \memcards, switch to it in the Memory cards menu and create one or two mcds there, format it from PS2 bios (one the main reason for that "no disc" option in CDVD)... When playing, let's say, Final Fantasy XII, just use the Mcds from the FFXII folder, when switching to Dark Cloud, select the Dark Cloud folder under the \memcards... ease and organized.
later you can just rename them to the name the game they are used for and bring them back to the memcards folder.
PS: Although is possible to create bigger memcards, there are a few drawbacks doing so, first the games may become mixed and messed, second is difficult sharing them, let alone a few games seem to not like them.