Set Keyboard Repeat Delay and Rate

If you are working with Vim for example, navigating through text can be much faster with a higher autorepeat rate.

Generic X11
You can use the xset command to set 400 milliseconds delay and 100 repeat rate.

KDE4
Open System Settings and navigate to Input Devices module. Chose Keyboard and open the Hardware Tab. Set Delay and Rate to your prefered values.