A few months ago a colleague of mine, Darren Green, was doodling around on his desktop (as he is wont to do) and showed me a cool little powertoy that he'd built. Its very simple. It puts an option on the context menu called 'Copy Path' that copies the path (including the name) of the currently selected file to the clipboard. Some Windows installations I've seen have a similar feature by default. Some don't however.
Observe:

I use it all the time and I'm forever scrabbling around in my inbox to find it when I move to a new machine so I asked Darren if he wouldn't mind my putting it somewhere easier to find i.e. on here.
All you need to do is copy the contents of this zip file to somewhere appropriate and run regsvr32 on it. Thereafter your right-click context menus will contain this very handy little feature.
Thanks to Darren for building this and also for letting me distribute it. He asked me to point out that he found some sample code to do something similar on some website somewhere which he then tweaked t produce this. He'd love to credit the original author but he can't remember where he found it.
-Jamie