Two things I miss when on Windows:
1) Shift + Backspace to delete a string of text behind me
2) Drag and drop into file requesters! This is a big one, if I find a file using Workbench/Ambient I can then open a file requester in an app and just drag it onto it and it will load it. In Windows I have to navigate to that file a second time, even though I may have the folder already open on my screen, very annoying.