A complimentary feature: when you want to “open” a file from some file open dialog box, instead of navigating through the dialog, go find the file some other way and drag-n-drop it onto the dialog. The file won’t open, BUT it’ll pop over to the directory and select the file for you to then open in the context of the application.

I use this all the time when I either have something handy in Finder or can find it more quickly with alfred.