I am not sure if people are aware of this, but I discovered it completely by accident. Go to the Finder, click on a file and open the file's Get Info window (Command-I, via the contextual menus, or File: Get Info). Look for a triangle next to the Preview section, and click on the triangle so it is pointing downward. Now here are some things to try...
If you hold down the Option key and move the icon, it will copy the file to the dragged location. If you simply drag it to a new location, the file will be moved to that location. You can even drop files onto an application icon and open files associated with the icon. If you double-click on the icon, the document will open up in its chosen application.
It appears that the Preview section has all the properties associated with a file in a Finder window, except for a contextual menu.
[robg adds: This worked for me on everything other than movie files. With a movie file, the Preview area is a small QuickTime player showing the movie itself, and I wasn't able to do anything with this, other than watch the video.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20051122155751822