Some protips I've learned over the years (aka Pankis' shell cheat sheet).
This all applies to bash, YMMV.
CTRL + A: Jump to first postion (Home)
CTRL + E: Jump to last postion (End)
CTRL + XX: Jump to first position, doing it again jumps back to where the cursor was.
CTRL + U: Store the currently typed command and clear the prompt. (I.e. you type a command and realize you need to do something else first)
CTRL + Y: Restore what you saved with CTRL + U.
CTRL + Q: Pause the output of a program
CTRL + S: Resume output
CTRL + Z: Suspend currently running program (job control)
CTRL + L: Clear the screen
ESCAPE, #: Put a # infront of the current prompt and submit it (basically comments out your current command, can still be found via history)
ESCAPE, BACKSPACE: Remove whole word.
There are lots more, but these are the ones I find most useful and actually use quite a lot.
Anyone interested in aliases?