esc - probably one of the most useful buttons because most users who would panic will just just escape. :P but i prefer the ctrl+shift+esc for the windows task manager.
CAPS LOCK - YOU WON'T USE IT IN MESSAGES BUT I WOULD USE IT WHEN TYPING FORMS, LABELS, ETC.
windows key - useful if you know the combinations. but i do use it to launch the start key. prefer using the keyboard instead of mouse. thanks slashdot, i am ignorant of this key of its more powerful shortcuts.
scroll lock - useful in excel. but sigh, i didn't get accustomed to using the scroll lock feature and have to be so o.c. in regular cell selection movement
context menu key - very useful since i try to use the keyboard instead of using the mouse. beats the hell out of moving your arm back and forth between keyboard and mouse. if only there is a shortcut key to control the mouse cursor by keyboard and have a left click button.
f-lock - very annoying key because of its placement between ctrl and alt. i always mispress when typing on different keyboards. but if you have a laptop, you'll need that to control monitor brightness, volume, etc.
pause/break - i use it from time to time to get bios/startup messages that flash too quickly
media keys - probably the most useless of them all. i don't install the custom software because it eats up resources and most of the time it doesn't work as i intend to. besides, don't play music in my computer. (so this one gets my vote)