Here's an easy tip for quickly opening the Finder location of a file you currently have open in almost any app.
Let say, for example, that you're working in Photoshop on an image that's buried a few folders deep within your Home folder. You'd like to get to that file's location, but unless you've used Dave Caolo's tip for taking control of your sidebar (or you have another trick up your sleeve), it requires clicking on the Finder icon in the dock, then digging deep into the folder system. Well to bypass all that clicking, all you have to do is command click on the small icon at the top of the image window in Photoshop to open a popup list (pictured) of the full directory structure leading to your file. As you can see, my hard drive is named Stewie (yes, I use Family Guy character names for my drives), and my Home folder is named dcharti. I could then click on any of the folders in that list to immediately open it in the Finder, making it a lot easier to boogie around in the file system.
The beauty of this trick is that it *should* work in any OS X app that has a file icon (like Photoshop) in the window's title bar (not the white menu bar which sits at the very top of OS X's desktop), and even in some apps that don't necessarily display that icon. Try it in Word and Illustrator. Then try command clicking on Safari's title bar, as it will give you a list of URLs the frontmost tab has visited (like a tab-specific history). You can even open something like a local PDF file in Safari and it will give you the directory list.
I bet this works in all sorts of other apps I haven't even tried yet, but it doesn't seem to work in database-driven apps like Mail.app and NetNewsWire. If you find some handy extras with this trick, feel free to add them to the pile in the comments.