Personally, I don't want to start a full SAS session if I just want to browse an old program, dataset or output. Therefore, I have associated the .sas, .sas7bdat and .lst file types with the SAS Universal Viewer (see https://support.sas.com/downloads/browse.htm?fil=&cat=74 -- it is not installed by default).
To open a .sas file in a SAS session for editing or execution, I almost always find it in the list of (20) most recently opened programs, which is available in the drop-down menu of the file name field in the "Open" dialog. (Same for .log files, which appear on a separate list after switching the file type to .log in the dialog.) Even if a program is not in the list, it can often be found quickly, e.g., by editing one of the existing list items to something like C:\appropriate\parent\folder\*.sas (i.e., using the asterisk wildcard character).
There is also a separate list of "Recent Files" in the File menu, which can be customized (via Tools → Options → Preferences → General) to contain up to 30 items.
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