In a comment to a recent hint about using the Shift and Option keys to make finer adjustments to the volume of your Mac, user monolithic pointed out that these modifier keys also work with the brightness controls, F1 and F2. I didn't know that, and it looks like there's no hint for it on the site.
So, to change the brightness just a bit, press Shift and Option, then press either F1 to lower the brightness, or F2 to increase it. Personally, I find this more useful than the volume controls, as I often would like to change by display's brightness by a half-step.
This works in 10.7.4; if it works in other versions of Mac OS X, feel free to specify this in the comments.
Mac OS X Hints