Howdy! That's a thing I've seen in a CMS, and it would be a great thing to add in WP: the ability to insert links to objects in the site.
The idea is this. I usually upload files, and show them with an icon that resembles the file format (PDF, Word, ...) as in Finder, Explorer, or Nautilus. Then I have to copy the link from the uploaded object and modify the inserted image ("Link URL") so that it links to the actual file.
Wouldn't it be great to have a "Link to..." button that shows all the uploaded content and pastes automagically the link?