Something neat I discovered by accident regarding Exposé. If you want to drag a file from the desktop to a particular window, but like me, your desktop is filled with windows, here's one way to do it. First minimize the window that you want to drag to (using Command-M), then use Exposé to show the desktop (F11 by default). You can now maximize the window you shrunk into the dock, and you've got a clean workspace to work with.
[robg adds: For moving things from the desktop, I personally prefer the method discussed in this previous hint. However, if you have a lot of open windows, then this new hint will make it very easy to drag to the proper target.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031216150316668