Not too useful, but I noticed by accident that in most Cocoa apps--Safari, NetNewsWire Lite, Mail, but not TextEdit (which I thought was Cocoa)--that command-. will close the prefs window. It's handy for me when I want to minimize a window and miss by a key...
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031216124615969