My favorite keyboard shortcut is command + w

Somewhat related: It irks me how the Quit shortcut (Command + Q) is so close to Close shortcut (Command + W). I've accidentally shut my browser down and lost all of my browser-based work more than once by hitting Q instead of W.

A solution for anyone else who's interested: remap the two shortcuts; details here -> http://simonwillison.net/2004/Jun/8/remappingShortcuts/

If you're using Chrome, sometimes you can Command Shift T and it'll reopen the entire browser along with all the tabs the way it was before you shut it down.

That article about remapping shortcuts in OS X is nice. Sadly, it was written a while ago, and, while the method in it does allow me to add a new shortcut in Snow Leopard[1], it apparently does not deactivate the old one. Thus, my newly created shortcut quits Firefox; but so does command-Q. :-(

[1] In the instructions in the article, replace "Keyboard & Mouse" with "Keyboard". Otherwise, follow the instructions exactly.

CTRL+T for new Chrome tab, CTRL+Tab to cycle tabs (or CTRL+1, ... 9)

Windows D for desktop, Windows E for explorer, CTRL+R for Run (especially in Windows Vista/7).

alt-enter to open urls in a new tab.