There are a several useful things you can do with the shift key, and they're not all made terribly obvious to new players. Experienced players will know about all of these, but it's easy to play for weeks or even months without ever discovering some of these.

So here's a list of uses for the shift key that I was able to come up with so far, does anyone have anything to add?

Movement Waypoints: While selecting any unit(s), hold shift and then right click any number of times to set up waypoints. This can be done on the battlefield or with the minimap, and is especially useful for scouting (i.e. tell a unit to go from one place to the next for scouting). Not recommended for use with large groups of units, since it slows them down as they crowd around the waypoints.

Rally Points: While selecting any building that produces units, you can hold shift and right click to create a "rally path". This is especially useful to cause your units to spawn on the correct side of buildings (i.e. inside or outside of a wall off) and then run where you want them to. These paths can also end with following a unit.

Queueing Buildings: As Protoss or Terran, you can hold shift while pressing hotkeys to create buildings, and the worker you have selected will create them in series. As Toss you can drop multiple buildings slightly faster than you'd be able to do manually, and as Terran you can do things like queueing up a couple of supply depots (not highly recommended if you have the APM to avoid doing so).

With Automine: As Toss or Terran, once you have issued a command to a worker you can then shift + right click on a mineral patch or refinery to tell them to immediately return to harvesting after they are finished building. Especially useful as Terran to avoid having idle workers, which are sometimes almost invisible after they finish building a Factory or Starport.

Queueing Attacks: While selecting any attacking unit(s), you can shift + right click on targets to queue attacks. Units will automatically focus fire efficiently while also avoiding overkill. This is especially useful with siege tanks because it increases their efficiency while also allowing you to tell them not to shoot at targets near your own units (to avoid splashing yourself). Do not overuse this with other unit types, as units may lose efficiency when trying to reposition. Also worth noting that movement waypoints show up in green and attack queues show up in red, so misclicks are visually identifiable.

Note: see http://www.youtube.com/watch?v=cK9nGsLkTC for a great example.

Blinking Stalkers: When blinking a group of Stalkers across a gap or up/down a cliff, you may leave some behind if you try to blink them all at once. Instead, first right click a spot for them to blink from (i.e. edge of cliff), then press shift + b and click on the location they should blink to. For even larger groups, add a location for them to go to after blinking.

With Smartcast: For certain actions, you can hold shift to avoid pressing the hotkey multiple times. For example, if you select 5 warp gates and want to warp in 5 zealots, instead of pressing "Z + click" 5 times, you can simply hold shift, press Z, and then click 5 times. While selecting Infestors, you can hold shift, hit Y for frenzy, and then click on several of your units. In battle, the time you save using both smartcast and shift queueing together can make a huge difference. This can also be used to quickly build multiples of the same building with multiple workers selected.

Siegeing/Unsieging: With tanks, you frequently need to unsiege, move, and then resiege. Rather than waiting for each of these things to complete, you can simply hold shift and press D to unsiege, right click where you want them to go and then press E so that they will resiege when they get there. This works best when you select 4 or fewer tanks at a time, so that they don't crowd around the way point and get stuck. Not only is it faster, but it gives you a few extra extremely valuable seconds.

With Burrow: Not quite as useful as some of the above, but you can tell Roaches or Infestors to move while burrowed and then queue up the unburrowing at a specific location with shift + r.

Landing/Lifting Vikings: You can right click a location with vikings and then use shift to tell them to land or lift as soon as they get there. If your vikings get into trouble and need to lift off, you may want to use this to tell them to move to a safe location (such as near your ground army or a bunker) before starting to lift off.

Adding Units to Control Groups: Select a unit, and then press shift + the number of a control group you already have set up. This will add the unit to the control group. This is slightly different from the other uses since it doesn't queue actions in any way, but it does increase efficiency because you can very quickly add units to control groups. Constantly updating your control groups to contain the correct units is necessary to avoid having units running around on auto-follow.

Creating a Creep Highway: This one makes use of the shift key but not the queueing mechanic. Still, I'm including it since it's not obvious to new players. To very quickly make a creep highway using overlords (preferably with speed upgrade), first select a group of overlords and hit G to tell them to generate creep where you want the highway to start. Then hold down shift and go into a pattern of left clicking one overlord (to deselect it) and right clicking to the next "node" in your highway (to tell all the overlords still selected to go there). Each time you leave one overlord behind to generate creep at a node, so within a few seconds you can have a highway that reaches across an entire map. Practice this in a custom map and use it liberally when you're about to push with ground forces. Control group the overlords so that you can instantly retreat with them if necessary.

With Overseers: You can shift queue dropping a changeling or infested terran. If you have an Overseer sitting around building up energy but you don't have the time to watch it move across the screen, wait for it to get somewhere, cast, and then move away, you can queue all of this up at once. Just keep an eye on the minimap in case your opponent has anti air near your target for the drop. One quirk of this is that the overseer must be over land and have enough energy to cast when you set up the queue, since you can not queue up abilities that the unit can't use immediately.


Loading Dropships: One method of loading up an army into drop ships includes selecting your army and then holding shift and right clicking on the dropships. Your units will load up into each dropship in sequence, which will require less attention than individually right clicking them and waiting for each one to load up before clicking again. However, this should not be used to escape in battle, because each unit will try to enter each dropship before going on to the next one. What you're saving here is your APM, as it gives you a few seconds to do something else. As of the writing of this guide, there is no mechanic parallel to smartcast or anti-overkill that will cause an entire army to instantly load into the appropriate dropships.

Ref: http://www.teamliquid.net/forum/viewmessage.php?topic_id=132100