A previous hint here explained how to use the "Go to folder" in Cocoa apps' Open and Save dialogs -- just hit / or Shift-Command-G and the box will appear. You can then enter a path, and use the Tab key to auto-complete fields.

But what if it auto-completes to something you didn't want? For instance, you type ~/D and hit tab. The box completes to "~/Desktop." But maybe you didn't want to go to ~/Desktop, so pressing Tab was not a good thing. Instead of pressing Tab, you could have used Option-Escape two times. The first time you press it, the path will expand to ~/Desktop. But the second time you press it, the path will expand to ~/Documents. So using Option-Escape might be preferable to Tab when you have multiple directories that start with the same letter; you can then just cycle thru them and pick the one you want.