If you're using a multi-space setup with Leopard's spaces, you can easily move diagonally in any direction by hitting Control and then two arrow keys at once. This works on any space scheme that includes more than one row and column, and if you tap all three keys twice, it'll move you diagonally twice. OS X will still shift the screen vertically then horizontally each time, but the end result will have you where you need to be. An example of this in action would be, using the default 2x2 setup, to move from space one to space four by pressing Control and both Down Arrow and Right Arrow.[robg adds: This may seem intuitive, but I've been so ingrained to not press multiple keys at once that I'd been pressing each key separately.]

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