Not only (as previously noted) can you use the 'Esc' key to cancel a drag-and-drop operation, such as moving a file or folder, but it can also cancel Finder window dragging. Hit the Escape key before letting up the mouse button, and the window will glide back to where it came from.
[robg adds: Yes, this is an obvious hint, but those new to OS X may not realize that they can cancel something as simple as a window move with the Escape key.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040318102849344