The default shortcut to focus the menu bar is Ctrl-F2. I change it to Ctrl-2 and frequently do things like "Ctrl-2 F <Return> O <Return>" to open recent files. For leaf menu items I set per-app keyboard shortcuts in the Keyboard pref pane so I don't have to do the Ctrl-2 song and dance to find things I use all the time.

There are some undiscoverable ways to use the keyboard on OS X. In many alert dialogs you can hit Cmd-[first letter] to select that button, e.g. Cmd-D for Don't Save, and Cmd-M for Move to Trash. They don't underline the letter because it's ugly, but once you know about the convention it doesn't matter. I like the way Windows displays the underlines when alt is pressed.