Yes, when you want to save something, you press CMD+S, when you want to open something, you press CMD+O and if you are on a notebook, pressing the power button, unless specified to do something else, you get that "Restart, Sleep, Shutdown or Cancel" dialog.
Save (when already selected) = Return key
Don't Save = CMD+Backspace (Lion and up, otherwise it's CMD+D. CMD+Backspace doesn't work with MS Word, etc. CMD+D does.)