When working in Open or Save dialogs, if you have the folder you want to access open in the Finder, you can drag the proxy icon (the icon in a Finder window title bar) to the dialog to immediately switch to that folder. This is a real time saver if your folder is on a long network tree.
[kirkmc adds: There was a hint back in 2001 that explained how you can drag actual folders to these dialogs, but it didn't mention that you can drag proxy icons as well.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20061027083154410