Start of Line, End of Line, Beginning of Document, End of Document, page up, page down, etc... The Home, End, Page Up, Page Down keys do not work as they do on Windows.
What surprised me the most is the inconsistencies across different applications. Mac apps do not follow a common convention for these shortcuts. For example, Command+Left moves you to the beginning of a word when using Microsoft Word but it moves you to the beginning of the line with TextEdit.
I have lost various blog entries because of this inconsistency.
Using Mac Mail, Command+Left/Right moves you to the beginning or end of a line.
Using Safari or Firefox, Command+Left/Right moves you to the previous/next browser page.
I have to be extra vigilant when typing my blog entry directly in the browser, since if I press Command+Left while typing my comments, Safari interprets the command as Back, and reloads the previous page, losing in the process all of my carefully typed comments...