We consider the problem of computing shortest paths in weighted unit-disk graphs in constant dimension $d$. Although the single-source and all-pairs variants of this problem are well-studied in the plane case, no non-trivial exact distance oracles for unit-disk graphs have been known to date, even for $d=2$. The classical result of Sedgewick and Vitter [Algorithmica 86] shows that for weighted unit-disk graphs in the plane the $A^*$ search has average-case performance superior to that of a standard shortest path algorithm, e.g., Dijkstras algorithm. Specifically, if the $n$ corresponding points of a weighted unit-disk graph $G$ are picked from a unit square uniformly at random, and the connectivity radius is $rin (0,1)$, $A^*$ finds a shortest path in $G$ in $O(n)$ expected time when $r=Omega(sqrt{log n/n})$, even though $G$ has $Theta((nr)^2)$ edges in expectation. In other words, the work done by the algorithm is in expectation proportional to the number of vertices and not the number of edges. In this paper, we break this natural barrier and show even stronger sublinear time results. We propose a new heuristic approach to computing point-to-point exact shortest paths in unit-disk graphs. We analyze the average-case behavior of our heuristic using the same random graph model as used by Sedgewick and Vitter and prove it superior to $A^*$. Specifically, we show that, if we are able to report the set of all $k$ points of $G$ from an arbitrary rectangular region of the plane in $O(k + t(n))$ time, then a shortest path between arbitrary two points of such a random graph on the plane can be found in $O(1/r^2 + t(n))$ expected time. In particular, the state-of-the-art range reporting data structures imply a sublinear expected bound for all $r=Omega(sqrt{log n/n})$ and $O(sqrt{n})$ expected bound for $r=Omega(n^{-1/4})$ after only near-linear preprocessing of the point set.