I mentioned some time ago about YubNub, a site that wants to be the one-stop for searching on any site. If you want to search on Yahoo, you type y, followed by your query. If you want CNN articles about Bush, type [cnn bush] and search using CNN's search engine. The idea is simple and can be extend to user-defined commands.
OiHoi uses the same idea, but it adds auto-complete. The site has less commands than YubNub, but it also has something unique: a way to search Google, Yahoo, Windows Live and Wikipedia simultaneously. You can try it by typing all in front of your query.
In case you didn't know, the address bar of your browser can be used in a similar way. For example, Firefox and Opera let you define a new command by simply right-clicking on a search box from a site and selecting "Add a keyword for this search" (in Firefox) and "Create search" in Opera. For Internet Explorer 6, use TweakUI to add address bar shortcuts, while for IE7 you can use this page.
So there are many ways to directly search a site without going to its homepage, finding the search box and typing the query. When you want to find some information quickly, and you know where to find it, it's nice to have a centralized search box.