If you are navigating through an open/save file dialog box, there are often times where you really want to open a Finder window; maybe you want to make a backup of the file first, maybe you want to take a quick look at the file with QuickLook. Whatever the reason, here's the shortcut that makes it really easy: Command + R. If you select a file or folder in an open/save dialog and hit Command + R, it will open a new Finder window with the Finder already in the given folder, or with the file already selected. Very quick.