:w !sudo tee %
This happens way too often. I open a system config file in vim and edit it just to find out that I don't have permissions to save it. This one-liner saves the day. Instead of writing the while to a temporary file :w /tmp/foobar and then moving the temporary file to the right destination mv /tmp/foobar /etc/service.conf, you now just type the one-liner above in vim and it will save the file.
Here is how it works, if you look at the vim documentation (by typing :he :w in vim), you'll find the reference to the command :w !{cmd} that says that vim runs {cmd} and passes it the contents of the file as standard input. In this one-liner the {cmd} part is the sudo tee % command. It runs tee % as superuser. But wait, what is %? Well, it's a read-only register in vim that contains the filename of the current file! Therefore the command that vim executes becomes tee current_filename, with the current directory being whatever the current_file is in. Now what does tee do? The tee command takes standard input and write it to a file! Rephrasing, it takes the contents of the file edited in vim, and writes it to the file (while being root)! All done!