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You can use the "Reveal in Sidebar" command for this.  Maybe this only works if you are looking at a project and the file is part of that project.
Well, "File -> New" doesn't create a new file, either.  It creates a new view.  Only after "File -> Save" becomes this new view a file.
I think that the build in "find in files" operation uses a Python variant of ack.  If you set up the exclude patterns correctly for the project, then you can gain a lot of speed.  It is inconvenient for some file types that you have to list all extensions (e.g. having to list *.c and *.h to get all C files).  But other than that, it works nicely.
A similar function is provided by the SublimeTODO plugin: It shows you a list of all such "to do" comments.

It might be easiest to install it with Package Control (
OSX users might like DTerm.  It offers a system-wide shortcut for a pop-up on top of the current window.  You can enter shell commands into that popup.  In conjunction with Sublime Text, the current working directory in DTerm will be "correct" (i.e. equal to the directory of the file you're looking at).
It can run "bash -i".  It's not without issues, since bash echoes every command, but still.
Are people looking for the SublimeREPL plugin?
I'd like to clarify what I mean by "takes effect only on the second Command+O".  I am looking at the file with the command.  I hit the keybinding (Super+Shift+X) for the command.  I am now looking at the new view.  I hit Command+O.  The file chooser shows me the Packages/User directory where is.  Without entering anything, I hit Escape, the file chooser disappears.  I hit Command+O again.  The file chooser appears again.  But this time, it shows me the /tmp directory!

If, instead of hitting the keybinding, I enter the console and run the command there, then the first file chooser shows the correct directory.

I hope it's easy to reproduce with these instructions.
I've found out that sometimes highlight_line doesn't -- it looks like the theme specifies a background color for the text, and then that background color has precedence over the line highlight.
I put the cursor just before the result I want and then hit F4.

In my case, "Find Results" is not a panel, it's a view.  I like that.