My favorites:

To quickly find text, select some text and press ⌘E followed by ⌘G.

In save dialogs, press ⌘= to switch between the compact and expanded layout.

In save dialogs, press ~ to open a Go To File dialog prefilled with the home directory. Press / to open it prefilled with the root directory.

Hold Option while opening the Wi-Fi and Bluetooth menus to access extra options.

After copying a file, press ⌥⌘V to move the file instead of pasting a copy of it.

Terminal:

Press ⇧⌘A to select the output from the previous command.

Press ⌘L to clear the output from the previous command.

Press ⌃⌘V to paste and format text that is properly escaped for the shell.

Press ⌃T while a command is executing to view runtime statistics about the execution so far.