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The shortcuts for plug-in drives or bookmarks are very badly implemented in Gnome. They might appear or not in the file chooser, and the applications might know how to load and save from them or not.
Example: The CD-writer asks for a place where to drop the generated ISO file. I want to drop it in my flash bar, which appears as an icon on the desktop, so I navigate to the desktop in the file chooser, but the flash bar is not there. Where is it? Well, somewhere in the file system hierarchy, possibly /media/sda1, definitely not where aunt Tillie would look. Workaround? Create the ISO in the desktop, then drag and drop to the flashbar icon.
Maybe they should base gnome's VFS on Fuse, so that all the virtual new paths and units would be visible to any app, even console apps, with no need for trekking all over the filing system.