you can cmd+del to delete a file. cmd+q will quit a program, cmd+w will close a window/file either in finder or a piece of software. apple's always done it this way. personally, just because i've closed all of the files in a piece of software doesn't necessarily mean i want to close the software. i like the behaviour.

one thing on snow leopard that drove me nuts was selecting a folder, then hitting cmd+a to select all the files in it. but no, finder selected all of the items in the parent folder. thankfully, they fixed that in lion.