There's a great web-based program on Wordherd.com called Unicode Keyboards for Mac OS. You can use it to create customized OS X keyboard layout files, and it includes good documentation on how to make it all work. All credits to Wordherd!
I've used it to make keyboard symbol characters (jpg example) from Lucida Grande available through keyboard shortcuts. When writing a software manual, you can then use the "real" keyboard symbols (like the Command "clover"), instead of writing "Command-C." The Lucida Grande font has all those symbols; they're just not easily available (though Character Palette will do for occasional use). As a small example of how to do this, use these rules:
OSl $21ea. :: CapsLock
OSs $21e7. :: Shift
OSc $2303. :: Control
OSo $2325. :: Option
OSa $2318. :: Command
in the Unicode Keyboards for Mac OS program to generate a keyboard layout file, and install it according to the instructions.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040517070817474