It would be useful to have a key combination while dragging files that allows the user to create a hardlink. Hardlinks are not easy to understand (though not harder than soft links), but have a number of useful applications.

Here's my personal use case (may not be interesting):
At my company, I created a fancy script that automates some basic video editing with mencoder and ffmpeg. We have a video archive from where we can get the video files and link (to avoid the physical copy) them in a new directory that will be processed by my script. Currently we use nautilus and softlinks. I would prefer to use hardlinks so that we can freely rename the original files and directories.