I've just got into keyboard shortcuts, and I found it a bit annoying that for every network site I use (Stack Overflow, Super User, Server Fault, etc.) I have to go to http://<site>.com/users/preferences/<UID>
and set it on.
There are some preferences which should be per-site on that same page, e.g. the newsletter. But I think most people will want shortcut uniformity like me.