Easily change a filename while the file is being edited: "Say you're working in Pages or TextEdit, but you want to change the filename of the document you're editing. In the past, I've done this with File » Save As, but then you wind up with two documents. Recently, I (re)discovered another cool way to rename an active file, one that leaves you with one file, and demonstrates the real-time connection between the file system and the app.
As an example, consider you're editing in TextEdit. Command-click on the title of the current window to see the pop-up menu attached to the title. From there, open the folder containing the file; this will open a Finder window showing that folder. In the opened folder, rename the file and close the window. When you go back to the TextEdit document, you'll see in the title bar that the filename now reflects the renamed file.
[robg adds: This has worked for, well, a really long time, but it's something that those new to the platform may not be aware of.]
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Mac OS X Hints - http://www.macosxhints.com