Terminal application and editors like vim (and emacs I think) make good use of control codes. I.e. Ctrl + M is carriage return and Ctrl + J is line feed. Both of these can be used to insert new lines in vim, or execute commands in shell. They are considerably more comfortable to press than return on basically all keyboards (when Ctrl is remapped to Caps lock at least).
On GUI applications that does not work, and it is annoying as hell. I use Opera as my browser and I tried configuring some support for that, but it only works in some elements. Of course it does not work in other applications.
Does anyone know how to make 'control code' bindings in X to make them act as special characters?
(Ctrl + H for backspace is also very very cool)