In OS X, I find that I am better off using the Emacs-style keyboard shortcuts that are available in most applications (CTRL-A/E/N/P/F/B and a few others). Many of these shortcuts also work in the terminal when using bash. For your example going to the end of the line is CTRL-E; it works in most apps and you didn't even have to move your hands away from the home row. I use these when using bash on Linux, too.
I too am annoyed by those windows that require Esc to go away, like the font chooser, as I expect Cmd-W to work univerally for that. I found some AppleScripts somewhere that can be used to move/resize windows with the keyboard, but haven't tried them out yet, but that's also something I wish OS X could do out of box. Moving/resizing windows in OS X is really inefficient, and apps aren't very efficient about new window placement.
I use Cmd-Shift-{ and Cmd-Shift-} to switch tabs which appears to what's been standardized on, but just tried Cmd-Shift-arrows and it works in both Terminal and Safari (using Leopard) but not Firefox.
I find you have to memorize a lot more to be efficient with OS X's hot keys, due to the lack of mnemonics.