Anything you need a Run dialog for, you can just press the Windows key and start typing. Everything in your path shows up, with "recently used" suggestions on the right side, and quick feedback if you mistype something.

The Unity Dash in Ubuntu (12.04) works the exact same way.

I'd be curious to see if they lifted this from Ubuntu, or the other way around.

It's a bit of an adjustment, but after a couple of days of usage opening a Run dialog just feels so primitive.

I'm not sure either lifted it from the other. The concept was around with third-party apps for XP and built into Vista, but it's a feature that's gotten so ubiquitous (spotlight, unity dash, windows search) that it's difficult to say who came up with it first, if anyone did.

Ah right, the likes of Launchy and Quicksilver.

My only OS-level experience with such a feature was in the Unity Dash, so had totally forgotten about those tools!

Sometimes the box in the start menu acts weird, like not understanding what I mean by Desktop\. The run dialog offers a popup with possible paths.

If I need something from my user directory, I always add ~\Desktop, just like Linux.