Here is a tip I discovered on TUAW. To quickly go to the display, audio and keyboard preferences, you can hold down the option key and press the relevant F-key.

On a laptop the use is printed on the keys - keyboard brightness, sound volume and display brightness. On a desktop however, the only keys that show you what they do are the volume settings. F14 and F15 control the display contrast, so pressing Option-F14 (or F15) will take you to the display preferences. Of course desktops don't have backlit keyboards, so you can't do that one.

Sleep, Restart and Shut Down also have their own keyboard shortcuts. To put your computer to sleep, press Option-Command-Eject. To Restart, press Control-Command-Eject. To Shut Down, press Control-Option-Command-Eject. These are obviously very complicated to make sure you don't accidently press them whilst doing something else.