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That should be cmd !*. !$ would only be the final argument to the previous command, which you can also insert with alt-. (and pressing alt-. again will cycle through final arguments to earlier commands).

Adding :p to the end of a history expansion (like !$:p) will cause it not to be executed, but the expanded command line will be echoed and put in your history so you can check edit it.

M-. also takes a numeric argument (M-number or ESC number) to yank the nth word instead of the last.

zsh tab-expands history expansions, so you can start editing right there

then checkout http://www.commandlinefu.com/commands/browse/sort-by-votes

mkdir -p (create a chain of directories in one call)

Excellent list. I use all of those except the last, which is new to me and extremely useful--so, thanks! It's now aliased.

I find myself using the first two on an almost hourly basis.

I think :w !sudo dd of=% is better. Can't remember why, though.

What is the difference with :w! ?