If you're using Gnome, you can go to: Places
-> Connect to Server
in nautilus
and choose SSH. If you have a SSH agent running and configured, no password will be asked!
(This is the same as sftp://root@servername/directory in Nautilus)
In Konqueror, you can simply type: fish://servername.
per Mike R: In Ubuntu Unity 14.0.4 its under Files > Connect to Server in the Menu or Network > Connect to Server in the sidebar