Not sure if it really qualifies as a trick, but the game changer for me was <ctrl-o>. Being able to pop into and out of MC from the shell, even while in the middle of typing a command is great. It's easy to ignore if the command line suffices, and instantly available when helpful.

cd ftp://<whatever address> and then copying files remotely to whatever local location is my personal favorite.

I just tried and it also works for sftp as well! Though it doesn't seem to read ~/.ssh/authorized_keys -so you have to enter your password each time.

But typing something like cd sftp://<server>/<directory> is a great way to access my unsupported (no guest additions) virtual machines from WSL

There's one snag with ctrl-o; it only works for Linux consoles and xterms. It doesn't appear to work with a BSD (or whatever) console -at least it always gives me errors.