Minor additions:
In an open or save dialog, ⌘D also works for navigating to the Desktop.
Also in both open or save dialogs, ⌥⌘F moves the cursor to the Search field, just like it does in Finder windows.
In an open dialog, ⌘O works for the Open button (just like Return).
Likewise, in a save dialog, ⌘S works for the Save button (just like Return).
Also in save dialogs, ⌘N selects the New Folder button.
Oh, man! I created a Keyboard Maestro macro a few years ago to allow me to hit the "Delete" when closing an unsaved document, having no idea that a keyboard shortcut for that was built into the OS. Ever since, I've wanted an option to select other similar buttons ("Delete Copy", etc.) but never got around to working on separate shortcuts for all the edge cases I occasionally run into. Now I don't have to worry about this. Thanks for posting it! I just wish I'd known about these before setting up that macro.
My brain doesn't seem to be wired to be able to remember many keyboard shortcuts. Any pointers on helping learn them better? I use both CheatSheet and the menubar search workflow in Alfred, which helps a little.
Remarkbox