You can configure all of these things in System Preferences. For things like Spaces and Exposé, I believe the settings are under System Preferences → Keyboard → Keyboard Shortcuts → Exposé & Spaces if you are on Leopard or Snow Leopard. On Lion they are in System Preferences → Mission Control.
For things like adjusting volume, there are likely already shortcuts in iTunes (e.g. ⌘↑ and ⌘↓ for volume). You can also add custom Keyboard Shortcuts for any menu item in any application (or in all applications). Go to System Preferences → Keyboard → Keyboard Shortcuts → Application Shortcuts. Add a new shortcut, choose iTunes.app for the Application, enter the exact Menu Title (e.g. "Increase Volume"), and enter the shortcut you'd like.