The following is a list of tips & tricks that I've come across that make cell phone use easier. I will edit this list as more tricks are discovered. Please post yours in the comments section!
Never Enter Your Voicemail Password Again!
Create a contact in your cell phone called Voicemail and set it to SpeedDial #1.
Set the Contact's Phone Number to *86 + [2 Sec Pause] + [Your Voicemail Password]
The 2 second pause can usually be found by hitting one of the softkeys, and is sometimes called a "soft pause" or "timed paused."