This sounds too simple for a hint, but I haven't heard of it before, and couldn't find a reference for it on the web (and I discovered this completely by accident). By Pressing Option-Tab in the Finder (in List or Icon view windows), you can jump alphabetically through the files, regardless of the displayed sort order.
[robg adds: This also works in Cover Flow view in 10.5, though it's pretty strange watching the icons do a seemingly-random dance as you press Option-Tab.]
