How do I negotiate dialogue boxes using the keyboard only?

It is also the tab key. The difference to Windows is, that the "return" key always pushes the default button (which is the colored one). The currently selected button (which can be changed using the tab key) is marked through a colored border. If you'd like to push this button, you have to press the space bar.

For this to work you must have it enabled in System Preferences / Keyboard / Shortcuts

You can cycle the dialog boxes. Also note that by default esc will choose cancel.

To enable switching via the tab key this feature go to System Preferences → Keyboard → Shortcuts → Full Keyboard Access... → All Controls

Now you can use the tab key to switch the selection:

• Press Space to choose the selected button (which has a blue border around it).
• Press Enter to choose the default button (the blue coloured button).
• Press esc to cancel.