Accept file extension changes with Command-U
When you go to change the file extension in Mac OS X you will get a dialog box notifying you that by changing a file type it may open in another application. Chances are if you are changing the file extension deliberately, you did this intentionally. You can quickly accept this file type extension change by hitting Command+U when the dialogue box pops up.
This appears to be Snow Leopard only, but I do not have access to an older Mac OS X to test.