If you haven't already done so, you might want to read the intro to hidden preferences. Or if you're in a hurry, just enter the commands below in the terminal, and then restart the Finder to see your changes.
One quick extra note here - the old version of the page (before I updated) had the 'F' in com.apple.finder capitalized, but it needs to be lowercase in 10.6. It's possible that back in the old days (say, 10.2) when I originally wrote the page, you did actually need to use a capital F instead, so be warned if you are using an older system.
First and foremost, it's useful to be able to quit the Finder more easily:
defaults write com.apple.finder QuitMenuItem 1
You'll still need to killall Finder after changing this, but once you've done so, you can just quit and restart the Finder from its app menu.
defaults write com.apple.finder MaximumLabelLines 2
defaults write com.apple.finder FXMaximumLabelLines 2
This changes the maximum number of lines a label will wrap to in icon view. 2 is the default, but maybe you want more. The first version applies in older versions of Mac OS X, and the second version (with the 'FX') applies as of 10.6, but I'm not sure exactly when the change occured.
defaults write com.apple.finder DebugMode 1
defaults write com.apple.finder IncludeDebugMenu 1
The first of these applied back in 10.2, and would add some extra "Debug" features to the Finder, one of which allowed you to have multiple sizes of icons in a single folder in icon view.
Mac OS X 10.6's Finder reads the IncludeDebugMenu key, but I have yet to see any indication that it actually puts up a debug menu, having done so.
Some of these (eg. the ShowPathBar and ZoomRects settings) were around before, but I think quite a bit of this is new as well. And most of these really aren't as useful.
defaults write com.apple.finder FXEnableSlowAnimation -bool NO
Normally if you hold shift while double clicking a folder on the Desktop (this can be tricky as you have to get the phase right, or else hold shift right after the second click), the animation of the window opening will play very slowly. If you somehow find yourself activating this slow animation accidentally and don't like it, you can use this preference to disable it.
defaults write com.apple.finder ClickThroughDestroysSelection -bool YES
By default, clicking on the Finder from another application will not effect the selected files in the Finder (eg. so you can click on the Desktop without losing your selection). This setting allows you to change that behavior, in case you really like click-through. Note that dragging always starts a new selection, regardless of the value of this setting.
defaults write com.apple.NetworkBrowser EnableODiskBrowsing -bool YES
My understanding is that if you have a MacBook Air, you can see remote discs, but the rest of us couldn't. Until this setting. Notice that although it isn't in the Finder's domain, the Finder is still reading the setting, so you'll still need to restart the finder to see the "Remote Discs" section under devices in your Finder sidebar.
defaults write com.apple.finder NSUIHeartBeatCycle -float 0.1
NSUIHeartBeat is in charge of updating animated controls, which it normally does every 0.03 seconds. If you're crazy and you'd like to try to slow down or speed up the refresh rate, you can change the cycle time (in seconds) to whatever you'd like. Not sure why you'd want to though.
defaults write com.apple.finder ShowPathBar -bool YES
This will cause the Finder to show a path bar (ala search window) at the bottom of every browser window.
defaults write com.apple.finder ZoomRects -bool NO
Normally when you open a file, the Finder animates the file icon growing quickly to suggest that the file is opening. This setting allows you to nix that animation.
defaults write com.apple.finder _FXColumnPreviewDelay -float 5.0
This setting allows you to set a delay (in seconds) before the preview pane appears when browsing in Column mode. Note that this delays the entire preview pane (filesize, modification date, etc.) not just the preview image.
defaults write com.apple.finder _FXShowCustomViewStylePopup -bool YES
This causes the "Always open in xxx view" checkbox in the view options window to have a popup menu that allows you to choose between the various view options. I didn't actually try out the popup, but its location is off, so I'm not sure how polished this feature is.