If you initiate a "Find" (cmd-F) in an application, you can continue searching ("Find Next" cmd-G) for the same word/expression in other running applications as well, without hitting cmd-F again to enter the words to search.
[robg adds: I'm not positive, but I think this only holds true for Cocoa applications ... I also thought we'd ran a hint on it before, but I can't find one now.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20030515100314365