It baffles me how much people don't know some of these special little things that can really enhance your experience. I'm making this little cheat sheet as much for myself as for you guys.
(Note the keyboard keys are the standard ones on an azerty keyboard)
Del: Select the nearest usable object. Need to find that runestone but it seems to be on a different level? If you select it, you can see it's name and quickly determine where it's at.
Alt + F10: Turn on your flashlight. Moria just got more awesome.
F1-F6: Select the members of your fellowship quickly.
F10: Select nearest npc
Insert: Toggles walk mode. Not to actually use it but to turn it off if you accidentally hit it during combat!
F12: Hide UI. Nice for taking pictures.
Ctrl + F: Displays fps on your screen
ui -> show connection status in alert panel: will show a small box with your connection status. If it's yellow, lag's on your side, if it's green, lag's on Turbine or your client. Red means no connection.
ui -> always loot all: Instead of looting stuff one at a time, you autoloot everything.
combat -> enable skill target forwarding: if you select the enemy, heals/buffs will go to whatever he's attacking; attacking a friend does the same with attacks. Good for healers to heal the tank and generally useful for everyone.
combat->directional selection indicator: shows a red dotted line from your character to your target. Also useful for tracking stuff.