I had no desire to start modifying the key event translations file. I recommend using a programmable gaming mouse and/or keyboard for programming complex key sequences. A programmable mouse/keyboard device make my work flow much more efficient, so they offset the relatively minor cost. They allow you to program single keys or key sequences using macros and automatically activate your custom profile when linked to an executable. Personally, I use the Razer Naga series mouse.
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Many times you can reduce the [[ ]] abuse by using rules. For example when you use Cases instead of Select. Besides that I have also made modifications to MenuSetup.tr in order to make () {} [] [[]] easier to type with single key shortcuts, but this is probably discouraged and not supported. For example:
MenuItem["Matching [[ ]]",FrontEndExecute[{FrontEnd`NotebookApply[FrontEnd`InputNotebook[], "\[LeftDoubleBracket]\[SelectionPlaceholder]\[RightDoubleBracket]"]}],MenuKey["F8"]],
One more related idea: In many modern editors when you select something and type "(" then the selected expression becomes parentized. I wish Mathematica did that too.
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Well, I would really like to know how to do this without modifying the installation directory. Actually I asked about it here a while ago.
Please also take this as a feature suggestion/request for adding shortcuts for entering these characters. Having used these shortcuts for several years, I know from experience that I'm less productive without them, and that having them makes Mathematica significantly more usable (mostly indirectly by allowing me to easily write more readable code).
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Editing KeyEventTranslations.tr, or any file deep inside Mathematica, is strongly discouraged and not supported. I understand Mr. Horvat's wanting a shortcut, and it sounds like he is appropriately cautious.
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But it works just great! Yes, this is not for beginners to write, but it is now extremely easy to run it. I do Mathematica programming since nearly 25 years and I completely agree with Szabolcs that good keyboard shortcuts increase productivity.
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The very first thing I do after installing a new version of Mathematica is setting up keyboard shortcuts for typing the double brackets you get with ESC [[ ESC. You can find the file named KeyEventTranslations.tr in the installation directory and add the following after the line EventTranslations[{ Item[KeyEvent["[", Modifiers -> {Command}], FrontEndExecute[{FrontEnd`NotebookWrite[FrontEnd`InputNotebook[], "\[LeftDoubleBracket]", After]}]],
Item[KeyEvent["]", Modifiers -> {Command}], FrontEndExecute[{FrontEnd`NotebookWrite[FrontEnd`InputNotebook[], "\[RightDoubleBracket]", After]}]], Do make a backup of the file before doing any modifications and put the backup outside of the Mathematica installation directory (or at least make sure you don't add extra files with a .tr extension). On Windows/Linux I use the Control modifier instead of Command. Now you can use Command-[ and Command-] to type these double brackets. I'm so used to this at this point that I almost can't work at all with Mathematica without this modification.
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Szabolcs, the above for some reason did not work for me, 10.0.2, windows 7.
In the notebook, the left [[ show OK, but not the ]] one.
I type Alt-[ and now I see [[ added automatically, but when I type Alt-] the notebook inserts [] instead of ]]
I modified the file C:\Program Files\Wolfram Research\Mathematica\10.0\SystemFiles\FrontEnd\TextResources\Windows
Now it looks like this: (had to do it as Admin on windows) 
Restarted Mathematica. Type Alt-] and get [] instead of ]]
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As Rolf said, "Command" is a special key available only on Macs. On Windows I use Control instead of Command.
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As Rolf said, "Command" is a special key available only on Macs. On
Windows I use Control instead of Command.
No problem. it works now with Control. But it does say in the file the following:
(* Modifiers can be "Shift", "Control", "Command", "Option"
For Macintosh: "Command" = Command Key, "Option" = Option Key
For X11: "Command" = Mod1, "Option" = Mod2 For Windows: "Command" = Alt, "Option" = Alt
*)
Notice the last line. It says for windows "Command" = Alt, so that is why I left it as you had it, and used Alt to activate the Command.
Any way. it is working now. thanks. Very useful trick.
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Hi everyone, and sorry for my late response! Somehow I did not get an Email notification that my question has been answered.) Thank you all very much! @ Bill Simpson: I will certainly have a look at this tutorial. Thanks! @ Sander Huisman: I didn't know about all these ways yet! The one with the doubled "[" as a subskript works best for me, as this way the indices are well distinguishable from argument brackets! Thank you very much!
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You can type it in many ways: You really need more?? 
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Thank you, Bill, now it's clear to me
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1. Evaluate Subscript[x,1] 2. which evaluates Subscript[x_,y_] 3. which evaluates Apply[f,{Subscript[x,y]}] which starts step 2 all over again. That doesn't even really rise to the level of criticizing Subscript, you need to find a completely incomprehensible Subscript failure to qualify for that.
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Completely agree with Bill's argument, such manipulations should be generally avoided. I'm just curious, why the code below fails to work? In[4]:= data = {a, b, c};
f[arg_] := Module[{}, arg /. Subscript[a_, b_] :> data[[b]]];
Subscript[x_, y_] := Apply[f, {Subscript[x, y]}];
Subscript[x, 1]
During evaluation of In[4]:= $RecursionLimit::reclim: Recursion depth of 256 exceeded. >>
During evaluation of In[4]:= $RecursionLimit::reclim: Recursion depth of 256 exceeded. >>
During evaluation of In[4]:= $RecursionLimit::reclim: Recursion depth of 256 exceeded. >>
During evaluation of In[4]:= General::stop: Further output of $RecursionLimit::reclim will be suppressed during this calculation. >>
...
Out[7]= $Aborted
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A word of caution, you may end up replacing your wasted time hunting down bracket errors with an even greater amount of wasted time hunting down subscript problems. There is even a tutorial that someone wrote to try to explain how to avoid some of the problems with subscripts
http://forums.wolfram.com/student-support/filedownload.cgi?CommentAttachment=1376428543-30335-4493.nb&CommentAttachmentName=SubscriptedVariables101.nb
and some have even advised not using these at all. Subscripted variables are not "real variables", that has nothing to do with Real versus Complex numbers. I don't think anyone has ever really given the history of these, but my guess was that these were sort of glued onto the system after a lot of other incompatible and barely compatible decisions had been made and could not be changed. Sometimes they work. In a complicated piece of code filled with subscripted variables that actually works I am always very surprised. In a complicated piece of code filled with subscripted variables that doesn't work the first thing I do is try to eliminate all the subscripts and see if the code works then.
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Hi, you can try to generalize the following idea: f[arg_] := Module[{}, arg /. Subscript[a_, b_] :> data[[b]]];
x_\[CircleDot]y_ := f[y];
data = {a, b, c};
f\[CircleDot]Subscript[x, 1]
f\[CircleDot]Subscript[x, 2]
f\[CircleDot]Subscript[x, 3]
I.M.
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