Whenever I delete a file from a network volume, I'm warned: 'The item "File name" will be deleted immediately. Are you sure you want to continue?' with Cancel or Delete as options. The Cancel button is always the default option. If you really want to delete the file, you need to use the mouse to select the non-default Delete button. Since I am always sure that I really want to delete this file, I'm a little annoyed by always having to use the mouse after typing Command-Backspace (the Move to Trash shortcut). After all, I am using a shortcut because I want to avoid using the mouse.

If you press Command-Option-Delete, however, the networked file will be deleted immediately, without any warning at all. As with the normal method of deleting a networked file, this deletes the file immediately.

[robg adds: You can avoid the mouse with the Command-Delete method by pressing Tab then Space after the dialog appears. If you look at the File menu with the Option key down, you'll see that the shortcut for Move to Trash changes to reflect the Option key's presence, but the description itself doesn't change. This works in both 10.5 and 10.6.]