I've always used Ctrl-[. It's there in all Vim installs, doesn't conflict with anything else that I know of, and is a quick, no-glance pinky shift for both hands (assuming you remap your Capslock to Control). Edit: Ninja'd by top-level comment!
In OSX at least, there's a way you can make Caps Lock behave as Ctrl when used as a modifier key, or Esc when pressed alone. Way better than adding an extra keystroke to every time you want to hit Esc.
Do you happen to know a resource that explains how you do this?
The way I do it is: map caps lock to Ctrl in System Preferences, then download this tool[1]. The setting you are looking for is 'Control_L to Control_L'. When you hold Control it acts as a modifier but if you tap it, it acts as escape.