How to use exact path in Mac OS X open file dialog?

Short answer: you can't. You're referring to the "Go to folder" action that does only that.

If you want the functionality you describe, you could probably: 1) Make a Services menu Automator workflow that displays a dialog prompting for text, then opens the file at the path indicated; then, 2) Assign a global keyboard shortcut to this Service using the Keyboard preferences pane. This probably isn't much easier to use than just using Spotlight to find the file ( ⌘-Space, type file name, Enter = open), and you won't get Tab completion this way either.

You can use Command+Shift+G in this dialog.