You don't need to choose, fex bash has complete-filename which is bound to M-/ by default¹. You can rely on smart completion for most uses, but should you sudd

You don't need to choose, fex bash has complete-filename which is bound to M-/ by default¹. You can rely on smart completion for most uses, but should you suddenly desire to complete a filename in an odd place you simply use the direct binding. There are a variety of other completion mechanisms(user, var, etc) with default bindings available too for other out-of-context uses. ¹ zsh users can imitate the same effect with a custom zle function using `completer _files`