sjordan, As you noted, once the tag is open, the source(s) and source number(s) are visible, and from there it's as you pointed out 4-5 "clicks" through to viewing the exhibit. Another way to do this, you could try keeping a second "instance" of TMG running and open to the master source list and sort the list on the source numbers. Then in the first instance of TMG, with a tag open and the source number(s) visible, you could open the source and then view the exhibit in the second instance of TMG.
Similar to your method, I'm also attaching exhibits to sources. I don't "do" this for the sole reason of being able to view it, rather it is to attach the "proof" to the source and have them connected within the database, albeit as external exhibits. Thus, the "proof" travels with and is a part of the database as long as the exhibit paths are maintained. I realize that others don't "do this" and thus with TMG, there is flexibility allowing different work methods. Similar to Terry, I also have an organized filing system for images and as another option for viewing the exhibit, I could keep an instance of windows explorer or any photo/image viewing software open and nagivate quickly and open the TMG exhibit. The difference in number of clicks to get there would not sway me to use one method or the other.
Another method to view the exhibit that I use most often, is to view it through a Second Site "local" website on my local hard drive. So, my workflow when adding tags/events, may consist of adding one or more and then "build" a new Second Site local website to view the tag sentences and citations as a way to proof / check the work. When viewing the person in Second Site, there are various ways to show the footnotes, and the way that I choose to do so, means that I can view the person detail, tags, sentences, with the footnote number and scroll to the bottom of the page and open the attached exhibit which shows up as an icon after the footnote.