I found out by accident that you can close utility windows (e.g. Mail's Activity window, or the Force Quit window) by pressing Esc. I have a PowerBook, and "mousing" over these little buttons can be quite pesky.
This only works if the utility window is the frontmost window, I think.
Mac OS X Hints
http://hints.macworld.com/article.php?story=2002060811023244