Complete list of hardware keyboard shortcuts for Desire Z?
As the links in the comments are partly broken, I try to sum some things up here -- before the remaining links go to Nirvana as well.

Global Shortcuts

Access number pad – Tap the 12# button on the keyboard 
Turn on CAPS – Tap and hold the up arrow/Shift key until it has an underline.
Access keyboard settings – Tap the Gear icon on the keyboard


Browser Shortcuts

Homepage – Menu + Spacebar
Find – Menu + F
Select text – Menu + E
Page Info – Menu + G
Share Page – Menu + S
Downloads – Menu + D
History – Menu + H
Settings – Menu + P


Messaging Shortcuts

Press C to compose new message
Press R to reply
Press A to reply all
Press F to forward


(Source: HTC.COM)

Assigning your own Shortcuts

While on the Home screen, you can quickly open an app or an item by pressing a keyboard shortcut. 


While on the Home screen, open the slideout keyboard.
Press and hold any of the keyboard keys (A ~ Z).
Tap OK.
Tap Apps or Shortcuts, and then tap the app or shortcut that you want to assign to the selected key. If you are assigning a shortcut to an item on your phone, follow the screen instructions to proceed.
While on the Home screen, press and hold the key you’ve assigned a keyboard shortcut to. The app or item opens.


(Source: HTC.COM)