One final, small setting is worth knowing about. In Mac OS X's Terminal application, found in /Applications/Utilities and used to access a Mac's command-line interface or connect with other computers using SSH, there's a little-known option you might want to enable. If you choose Terminal Secure Keyboard Entry, Mac OS X blocks any keystrokes you type in Terminal from being visible to other programs (the point being to protect you from keyloggers and similar malware). Once you choose this menu command, Terminal remembers your preference until you manually choose the command again to turn it off.
In certain situations, as when using macro utilities and other programs that rely on system-wide keyboard shortcuts, having this setting enabled prevents those keyboard shortcuts from working in not only Terminal but also in any other application that's running at the time. Quitting Terminal or turning off Secure Keyboard Entry solves the problem.