I'm often annoyed by the confirmation dialog that pops up in Safari 4 when I try to close a window with multiple tabs open. ("Are you sure you want to close this window?") But I don't want to turn off that message altogether (by checking its "Do not warn when closing multiple pages" box). Too often, I hit the close button by mistake when minimizing windows, so that warning is sometimes nice to have. Instead, I've discovered I can bypass that warning by holding down the Option key when clicking on the close button.