Totally with you on the Photoshop thing. Hooking Adobe's keyboard shortcuts to something outside the Adobe environment is often a huge pain. Especially with apps like InDesign, where you get even more "contexts" in which a given keystroke will do certain things. The pros with Adobe apps is how much of their app DOMs they've exposed to Apple Events (e.g. AppleScript and ExtendScript). The cons are that if you can't conjure a decent solution, UI scripting is so horrendous, it's kinds of outta the picture.
Sometimes I'll set contorted keyboard shortcuts in Adobe that I'd never really use in real life because of how hand-stretching they are (e.g. CTRL + CMD + ALT + F5) and then map those to a "Type a Keystroke" macro in Keyboard Maestro.
I also, however, take advantage of things like "DefaultKeyBinding.dict".
You've touched on a topic I'm very passionate about and I will talk your head off for days about it. (I love nerding out on this stuff).