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.