Hey if os x can't customize to a user's need than what good is it?
People like to reply "blah get over windows!" . Just because it was a feature found in windows, but you know.. Konquerer uses this feature! It's KDE/Linux based.. It's a good feature, with good functionality.
now the reality of it, I suggest just using terminal, or if you don't know how to use it, take some time learning it. You can type "open ." in a terminal to open a current directory in Finder, or e.g. "open /Applications/" via terminal, and copy/paste directories through this to get it into Finder. I enjoy the filtering you can do with a command line, pipelines, etc to me it is a highly effecient way to get me the item I want. But using the command+shift+g alternative may be faster with a less learning curve, if you don't like a good ol' bash prompt