AAFitz wrote:All wrong answers so far.
There is an auto advance button!
Hold "alt" when hitting "b"  with clickies.  
this is a very under advertised feature.  I only found it myself just recently.  Be warned though, you will probably auto-advance into the wrong spot and cost yourself more games, than you lose by the half a second loss of double clicking.
It has its uses though.
Unlike you said, AndyDufresne had an excellent answer.
There is indeed a script with which you get confirmations when making actions.
eddie,
With 
Clickable Maps you can specify exactly which things to ask a confirmation for!
If you have any questions on how to install this or how to set the confirmations on or off, just give me a shout 

Also Fitzy, I think you meant holding Alt when right-clicking a territory when you were talking about Auto-Advancing. "
b" begins a turn, as you know 
