Holding shift while dragging keys in the graph editor constrains the drag to one axis. For some uses, this is almost always what you want, which means you have to press shift every time you drag a key. You have to be careful not to press shift at the wrong time, since if you hold it while selecting keys it'll change the selection behavior, so you're constantly pressing and releasing shift every single time you move a key.
It would be nice to have an option to reverse this, so dragging keys is constrained by default, and holding shift goes back to unconstrained dragging.
(This is different from the drag constraint option, which only allows locking to the X axis or the Y axis. Shift-dragging locks to the initial direction of the drag, so you don't have to tell it what to do manually every time. It could be exposed in the same UI, though.)