porges

In order to close a window:

Ctrl+Shift+W

Firefox

Gnome-Terminal

Ctrl+W

Nautilus

Ctrl+Q

Seahorse

Firestarter

Liferea

Gedit

Synaptic

Gnome-System-Monitor

It seems Nautilus is the odd one out; Firefox and Gnome-Terminal use Ctrl-W to close a single tab and Ctrl-Shift-W to close the whole window. Nautilus uses Ctrl-W to close a single window and Ctrl-Shift-W to close all windows.

On the other hand, you could use Alt-F4, which works on all of these (at least under Compiz)—although the behaviour is a little different. In Liferea Ctrl+Q exits the entire program while Alt-F4 only closes the window (sending it to the tray), and likewise with Firestarter.