OS X’s Finder makes it easy to collect your favorite stuff for easy access. Give these shortcuts a try:
- ⌘-T will add the currently selected app or file to the sidebar on the left
- ⌘-⇧-T will add apps to the left side of your Dock, and files to the right side
Note: if you don’t see a sidebar or a toolbar at the top of your Finder window, hit ⌘-⌥-T (View > Hide Toolbar) to show them.
You can also drag just about anything to the toolbar at the top of your Finder window, though I haven’t been able to find a keyboard shortcut for that.