At Admin Panel -> Settings -> Switches you have a "category jump selector menu" option. When this is enabled, you'll find toward the bottom of every front-end page a dropdown selector listing your site's categories which will take you to the selected category if you select it and press go. This can help people navigate your site more easily.

To change the number of levels of categories displayed in the jump selector, go to Admin -> Categories -> Category Settings. Make sure not to have an extreme number of categories in the jump selector -- it could slow down your site significantly if there's that much extra text to process, both in terms of server side generation time and client side load time for slow connections... plus a list of 1000 categories is impossible for a human to sort through to make a selection. In most cases, just the top one or two levels of categories should be displayed.