I'll leave the fun of the Big Feature Writeups (e.g. Live Templates) to others in the blogoshpere that have already started to cover some of the new features of Delphi 2006. Instead, I'll cover some of the more mundane, but very useful new features of Delphi 2006.
Method navigation is described in the "What's New in Developer Studio 2006" file like this: "You can quickly navigate between methods in your source code using a series of hotkeys". You use hotkeys like CTRL+ALT+Up-arrow and CTRL+ATL+Down-arrow to move from one method to the next in a given unit. CTRL+ALT+Home and CTRL+ALT+End take you to the first and last method - respectively - in the unit. There is also the concept of Class Locking which will only let you navigate with those hotkeys within the current class. The documentation on how to toggle this feature is incorrect, though. The correct way to do this is to position your caret in the IDE somewhere in a class, then press CTRL+Q, followed by just the letter L. After you have enabled class lock, you are constrained to method navigation only within that class.
Note: This worked for me with the IDE Classic editor setting. I'm not sure how it works with other settings.