I\'d like to implement something like Resharper\'s "Go To File" feature for Emacs. When one presses mentioned shortcut, Resharper pops a text box that accepts a wildca
You mentioned Icicles, but you mistakenly thought that it "works shallowly". It works any way you want it to work. You can search for any file on your system, if you want, matching any part of the file name and path. And you can define a project of particular files and/or directories, save its definition, and later search only among those files/dirs. (Emacs filesets are a strict subset of this feature, but you can use filesets directly the same way.)
This should help (see also the links at the end of that page):
http://www.emacswiki.org/emacs/Icicles_-_File-Name_Input