Thanks to those who pointed me to the right place in the doc, I finally found it!

I managed to achieve what you want by using the tpl, unfortunately I could not find a way to make the keyboard navigation work for the added item. I've looked at the code of Ext.view.BoundListKeyNav, but didn't find any easy solution...

The key was to use tpl instead of itemTpl, and add the markup for the extra item before the for loop:

listConfig: {
    tpl: '<div class="my-boundlist-item-menu">Add New Address</div>'
        + '<tpl for=".">'
        + '<div class="x-boundlist-item">' + itemTpl + '</div></tpl>'
    ,listeners: {
        el: {
            delegate: '.my-boundlist-item-menu'
            ,click: function() {
                alert('Go go go!');
            }
        }
    }
}

The rest of the code in on jsFiddle.