How to switch select between buttons using only keyboard
Using the tab key between save and cancel buttons works for OS X too. You only have to enable it:


Go to System Preferences
Go To Keyboard
Go to the tab Keyboard Short
On the bottom of the window, set the radio button to "All controls":




From now on, when you see a OK/Cancel window the OK button is blue and can be pressed using the return key, and the cancel button has a outline which can be pressed using the space bar:



But the real trick is: You are now able to press the tab key to move the outline to another button and hit the space bar to press the highlighted button.