From the
Ars Technica review of Gnome 2.20:
GNOME's file dialogs are still extremely weak in many respects. For instance, the file dialogs still do not support even basic file management tasks like renaming and deletion. The file dialogs also lack adequate support for thumbnail display. Dialogs in some applications will show a thumbnail for one item at a time, but the file dialog windows do not display thumbnails next to individual files in the list—a feature that can be found in both KDE and Windows. It's a serious deficiency that has long detracted from the general usefulness of GNOME's file dialogs. In many cases, when I use a file dialog in GNOME, I find myself opening up a Nautilus browser and navigating to the same path so that I can see thumbnails or perform file maintenance tasks before saving or loading.
A long time ago, there was a
patch for Gtk produced by the
ROX team that added a draggable icon to the Gtk filepicker window -- to save your document, just drag that icon to a Nautilus window. Those of you who remember RISC OS might remember that that's the way you saved files there:

There are a few UI problems with filepickers,
as mpt pointed out a while back, and the drag-icon-to-save model neatly avoids them. There are, of course, issues: the main one is that in order to properly implement drag-and-drop saving, apps should use the
freedesktop X Direct Save protocol, which I think means that every app must be patched to allow its saving to be accessed as a stream (so you can "save" a file directly into another application). I might be wrong about that being hard, though -- my C-fu is not strong, which is pretty high on the list of reasons why I'm not trying to make this happen already.
The
Tango project's Window Experiments mockups have the draggable icon living in the top corner of the window itself, which seems like a great idea to me.
Is anyone working on this? I'd love to see whether it works out in practice.
The "icon in titlebar" thing is also one of OS X's useful features. It doesn't appear in things like Firefox, where it's confusing as to what it represents (Though the tab icons work the same way), but one of the ways I tend to use it is you can drag a folder into a filepicker window, and the filepicker will focus on that folder.