I use drag-n-drop all the time when I'm going through my photos. I open the memory card's picture directory in XnView, and with the directory browser on the left and a large preview on the right, I go through the pics and drag the "bad ones" into the trash.

I actually made a program to help automate the task, and it used the keyboard, but I always end up using XnView and drag-n-drop anyway.