Not sure about a keystroke, but if you click on Edit, and then choose Cut, it will bypass the Trash. I do not recommend this, as there is no safety factor.
I think this was intentionally left out for safety reasons. I have to say I'm kind of glad, I used the shift-approach under windows a lot and sometimes I noticed that I deleted something I needed.
But, if it helps anything, emptying the trash can be done via cmd
shiftdelete
To expand on nachdenki's post. CommandShiftDelete will still cause the dialogue to appear to confirm whether or not to empty the trash. To bypass that warning, press CommandOption+ShiftDelete. The trash will empty with no warnings (or second chance).
Same here. 🙂 I saw "hold the Shift button" and kind of glazed through the rest of it since I know that's how you delete files and folders in Windows immediately as you drag them into the trash.