Windows already lets you know what is the key equivalent by underlining a letter, e.g. in the dialog below, pressing Alt-F would be the same as clicking on the Find button:
In Windows 3.1, the corresponding letter was always underlined. Starting with Windows XP, I think, the underlines no longer appear until you press the Alt key.
On the Mac, you could implement a similar approach by displaying the command key equivalents when the user presses the Option key, but AFAIK there is no built-in mechanism in Mac OS to implement this automatically. Enabling the accessibility features might provide a way to display key equivalents, but I've never tried them and they are not turned on by default.
IMO, Windows handles button key equivalents better than the Mac does, but the Mac handles menu item key equivalents better. When you click on a menu and then press the Option key, you will see different menu items that are usually extensions of the original ones, e.g. Close Window becomes Close All:
I have read the AskTog article that @DanM linked to a few years ago. I found it silly then and I find it silly now. Its premise is false:
Ask any computer user who relies heavily on key equivalents and use them almost subconsciously, as opposed to test participants who are asked to press a key
Tog's test is very limited and, IMO, useless. While typing this article, I have pressed Cmd-Shift-[ and Cmd-Shift-] several times to go back and forth between different browser tabs. I would have felt quite handicapped if I had to go to the menu every time or move the mouse to press a button. Not only would it take me longer, but I would have to move the mouse cursor back to where I was in the edit field -- a side effect that is not measured by Tog.