Shortcuts to label files in Finder
You could make your owns, creating an Application with Automator and then assigning a Shortcut to it.

To create the Aplication just:


Go to /Aplications/Automator and create a new Work Flow.
Select Get Selected Finder Items.
Then select Label Finder Items, and choose the color you want to label with.
Save as Aplication.


Now, you could assign a shortcut to it with an application such as QuickSilver, for instance.

You could, too, create a Service in Automator, which, as Daniel points out, can get a shortcut assigned directly. This post, shows you how.