If you use files from networked machines on your Mac, you're probably very familiar with the system warning that appears whenever you try to delete one of those files.
This warning message is important, as it lets you know that remotely-mounted files can't be thrown away via the system's trash can, as can files stored on your machine. Instead, if you click Delete, the file will be deleted, and once deleted, it's gone for good.
If you know what you're doing, and work with a ton of networked files, this dialog can get old in a hurry--so much so that you probably don't pay much attention to it anyway, and just click Delete out of habit. If you've reached this stage, you know the dialog isn't doing much good; you're dismissing it due to repetition, not because you've read it an understand the implications for the currently-selected file.
Given the dialog isn't doing much good anyway, why not just skip it entirely? If you select a file stored on a networked machine and press Command-Option-Delete, the selected file (or files) will be deleted immediately, sans warning dialog. You won't get a second chance, you can't change your mind, and you won't find the deleted file in the trash, so don't bother looking--it's gone.
Thanks to Mac OS X Hints contributor for discovering this quite useful, if not potentially dangerous, timesaving shortcut.