° and ± for Mac Users:
To enter ° [degree mark], press option - k.
To enter ± [plus/minus mark], press option - shift - =.
More fun ones:
to enter ≠ [not equal mark], press option - =.
You can read about a LOT more
here; one of the great typographical advantages of Mac OS X is that many of the most commonly used unicode characters, especially math characters as above and accented characters (e.g., ü, å, é, ø, ê, etc.) are easy and memorable to enter, as compared with, say, entering alt and an arbitrary numeric sequence.
Of course, character maps are the easiest way to enter any unicode character, so it's useful to know that you open system preferences, click the "International" pane, and then the "Input Menu" tab. On the bottom of the window is the "show input menu in menu bar." You select this, and then you can activate it from the flag icon in the menubar at any time. If you want an easier way, in almost all applications that let you enter text, you can hit option - command - t, or click Edit -> Special Characters... to load the input menu.