I did a quick search and did not find this hint already here. If you have multiple windows open in an app and you want to minimize them all at once, Option + double click on one of the title bars and they all go to the dock.
[robg adds: Previous hints have covered option-double clicking the minimize widget, as well as double-clicking the title bar to minimize one window. I think we've covered all the combos now!]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040304122255139