One thing I miss from Windows-- the ability to easily access any menu item from the keyboard (not just items that have a defined keyboard shortcut). Yes, it can be done, but not "out of the box" using individual keystrokes to navigate each level of the hierarchy.
CTRL-F2 puts focus on the menu bar and you can use cursors from there. The &Accelerator keys common on windows menus though.. often aren't around, but at least in some apps have a zillion hotkeys assigned.
It's a good idea to leave out the &Accelerator keys anyway, as there isn't much gain in them. I try the shift the option and the command key while looking at menu in every app I use. Sometimes something interesting happens ... At least in most of the apps I pay for. And there are ways to overcome such shortcuts with other shortcuts, as long as the app is scriptable and you have a keyboard enhancer. Rumors has it that there are many scripts at places like macscripter.net and others with scripts to start with.
If it nags you that much ... I lift my fingers ... :-)