> For example, when I am browsing through photos in Preview (with arrow keys) and I come across one I do not want, I should be able to hit the delete key to delete the photo, but no, I can't do that. I have to stop browsing, find the photo in the side bar, right click and select 'Move to Trash'.

Command delete works here. It makes some sense as it's not likely you'll accidentally delete one of your photos that way.

> Or, when I close all the windows for a given program (usually there is just one), the program stays open until I navigate through the menu to explicitly quit.

That's not necessarily true in Lion (through a feature called Automatic Termination which requires the app to explicitly support it). Take Preview again for example. Open a photo, close the photo and then go back to another app. Check the Dock. This actually drives me nuts as I commonly switch app context's with command-tab and having a disappearing app makes this difficult. It seems like an odd feature to me because the process actually remains alive (check Activity Monitor), it's just in a state that makes it easy to kill if resources become scarce. I have 20GB of RAM, resources very rarely become scarce so all it does is end up hiding stuff I'd rather see.