I've just discovered a really simple way to find stuff on the mainframe. Let's say you are looking for a file called INDEX and you only know the high level qualifier of the dataset it's in. After you do your DLIST (ISPF option 3.4) of the HLQ (hlq.** for example), you type
at the command line. The system will show you all the data sets where a file called INDEX resides. You can also use wildcards. So, for example, let's say there are lots of files you want to find, all starting with INDEX (INDEX00, INDEX01, INDEX02, etc). Then you'd type
and you'll be shown all the files that begin with the word index. Cool huh? The only thing I've noticed is that if your data set has been migrated, this won't work. You'll have to recall the data set before you do your search.
Hope you find it useful :-)