I found that when the file dialog appears you can press the
~ key and it will open a modal-dialog box that allows you to specify a path to a folder or a file. Even better, it will tab-complete for you – though I have not found it to be the most intellient.
Even better is that when I shared it on twitter a few people were able to give me a few more tips to compliment this one.
cmd+g in a standard Finder window will launch a dialog box to help you navigate around.
A small productivity increase like this makes me happy.