In Eclispe you can do Ctrl+Shit+R and a Window popup where you can write the name of the file (or just the beginning of it) and to press enter to go directly to the file.
What is the equivalence in Visual Studio 2005? (Ctrl+Shift+F is not what I would like).
I don't know if there is an equivalence, but you can probably do it with the macro editor. It's pretty powerful and you can do pretty much what you want with it.
Hit Ctrl+D (Find Combo - the one in the toolbar), write ">of " and the name of the file. I am using ReSharper, so I am not sure if the shortcut is exactly this one in your case.
From Top 11 VS 2005 IDE tips and tricks:
This is the Find dropdown that is on the Standard Toolbar, not the Find dialog. Use the shortcut CTRL+D to activate the Find dropdown in normal mode. Use CTRL+/ to activate the Find dropdown in command mode
To quickly go to a file, type CTRL+D, >open <start of file name>. Intellisense works here just like in the Command Window. "of" (short for "open file") can be used instead of open.
I am not sure if there is a built-in command but there are some addons like VS File Finder
In plain VS.NET 2005, Go to the command window (Ctrl-D), type "openfile" (or just "of") and the file name.
If you have Resharper (and you should have it), you can type Ctrl-N and type in the class name, or Ctrl-Shift-N and type in the filename.
Gulzar proposed VS File Finder that was the greatest solution here.
But I installed SonicFilFinder because the GUI was better. It works like a charm and you can use the HotKey you want. Really fast and no need of of the mouse. It's free.
http://www.stjhimy.com/2009/10/20/playing-around-with-visual-studio-make-things-quickly/ Here , thats definely works =)