Hit Ctrl+F to open the dialog box. You will see the More button in the left hand corner. Click on it and you will find a lot of possibilities to fine tune your search and replace operations: format, style, special characters, wildcards. Stay tuned, I will post a screencast on this soon.
The reason for using shortcuts is simple-do less, get more. Here you have a teaser to raise your shortcut awareness: Shift+F5 (goes back to the place where you last clicked; useful when you are scrolling through a doc and need to go back to your last edit), F8 (extends selection to the next instance of the character you type; F8+n will select until next instance of n), F12 (opens the save as dialog box).
Here's an extensive list. Please note some are language dependent.
