I’m a fan of keyboard shortcuts. Not to memorize them, but to use them. It’s just so much quicker to hit CMD+W to close the current browser tab than it is to carefully navigate your mouse to that 12*12 pixels button. However, this didn’t work flawlessly. Sometimes I get the ubiquitous “do you want to save?” question and I have to use the mouse to click “Don’t save”; Tab doesn’t seem to work.
Until I found out how to change that setting, that is. It’s hidden in the System Preferences under Keyboard – Keyboard Shortcuts. You can change Full Keyboard Access to “All Controls”, which is the behavior I’m used to from Linux and Windows.