To get to System Preferences, you can use CTRL-F2 to get to the Apple menu, CTRL-F3 to get to the Dock, or—if those shortcuts aren't set up (but I think that they are by default)—CMD-TAB to get to Finder, CMD-A to get to the Applications folder, and type a few letters to get to 'System Preferences.app'. :-)
In the System Preferences window, you can start typing to select 'Keyboard' (keyboard focus is in the Spotlight menulet).
You can tab to the 'Keyboard' / 'Keyboard Shortcuts' tab bar, then arrow over to 'Keyboard Shortcuts', then tab to the 'Full Keyboard Access' radio buttons. Sadly, these last few steps require that Full Keyboard Access already be turned on! The text below the radio buttons says that you can toggle the setting with CTRL-F7, but that doesn't work for me; I'm not sure if some other keybinding is interfering.
How do you keyboard navigate the TextEdit save dialog that comes up when you Cmd+w on a window when you don't want to save it? (Can you do better than press tab 5 times then space?)
System Preferences -> Keyboard -> Keyboard Shortcuts
And change the radio at the bottom to "All controls" under Full Keyboard Access.