The ROX way of saving dialogs is to have the save dialog have an icon (or some
other simmilar object) that could be dragged and dropped to, say, nautilus and
that is where the file gets saved.

There could be a small icon next to the filename locations in the save file
dialog (the app could set it to correspond to the mime-type or something like
that), and then dragging this file to somewhere would save it there.
This feature could really benefit with the usage of the spatial nautilus. Also,
users of platforms that supported this (such as ROX) would appritiate this feature.