If you click and hold the Safari back button, the history list pops up underneath it. While not exactly earth-shattering, it was news to me and quicker than the history menu.
[Editor's note: In addition to the site's name, you'll also see its site icon (or the generic URL icon) in the pop-up list. And yes, this is a simple tip, and I know it works in some other browsers, but I hadn't seen it mentioned for Safari yet.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20030131060215676