This may be obvious to some but I just found out and it is really saving me time.
If you enable the bookmarks bar and load it up with some shortcuts you can hit them via CMD-1, CMD-2, CMD-3 etc.
Example: On the farthest left I have a link to MacNN and now hitting CMD-1 loads it up.
NOTE: This does not apply to drop down shortcuts.
The beauty of this is if you close your last Safari window but keep Safari running simply return focus to Safari and hit your shortcut to get back to your frequent web sites.
Phil