If you are reading a message in GMail, press the # key (Shift+3) and that message will instantly move to Trash.
Alternatively, select one or more email messages in the GMail list view, press the same # hash key and all the selected GMail conversations will be deleted in one batch.
We tested this on Internet Explorer and Firefox but it should work just fine on Opera, Safari and other browsers. Go, spread the word. Thanks mattl.
Related GMail Tips & Tricks:
Keep Your GMail Inbox Size Under Control
Quickly Remove False Positives from GMail Spam folder
Update: If the GMail delete key isn't working for you, make sure that you have switched on the shortcuts from GMail settings page.