Paste path into File Open/Save Dialog? How do I paste a file path into a standard file open/save dialog?

I have googled this and found articles that say that the normal &#8984; CMD-V will work, however it does not work for me. 

I'm running Mac OS 10.10.2 with minimal system customizations.
In your open/save window, press Cmd-Shift-G to open a window where you can paste the path.

This also works in Finder.