Middle-clicking a tab to close it seems to be a little-known one, too. (Or is that a custom setting I’ve got? )
You can also middle-click on a link to open it in a new tab.
I almost forgot: TabMix Plus is an extension I absolutely love. It really ought to be folded into the main Firefox program (the ability to save sessions has been, but that is only one small aspect of the extension). To put it simply, going from normal Firefox tabs to TabMix Plus is similar to going from a browser without tabs to Firefox.