As with many other technologies, the design time experience in Windows Workflow Foundation uses many of the same extensibility mechanisms found in other designers (such as the Windows Forms designer). One of those is the hability to provide custom type editors for properties by creating an UITypeEditor-derived class and then associating it with the property via the [Editor] attribute.
Here's a sample UITypeEditor that will present an OpenFileDialog to choose a file name as the property value:
You can then easily associate it with a property like this:
One thing to watch out for, though, is that at least with the July CTP of WinFX, WF will completely ignore your custom UITypeEditor if it is defined in the same assembly as the activity using it. Don't know why, but make sure you define it in a separate assembly you reference, and it should work OK.