Things to be covered here:

• Change Sets
• Metadata API
  • See things unsupported in Metadata API http://www.salesforce.com/us/developer/docs/api_meta/Content/meta_unsupported_types.htm
• ANT
  
  • See the Force.com migration tool http://wiki.developerforce.com/page/Migration_Tool_Guide
• Unmanaged Packages
• Deployments

Also see MavensMate and Git for Non Developers

Also see EDL Consulting Blog » Force.com Deployments: A comparison of the tools available for Developers and Admins

Deploying Profiles

Deploying profiles is tricky. 

See deployment - What is the best way to deploy profiles in Salesforce? (especially system admin) - Salesforce Stack Exchange and

Simply Salesforce.com: Deploy Salesforce Profile using Change Set

Annoyances

Oh how I wish you could validate the Change Set from the Sandbox against Production rather than uploading it, then validating it, finding out it's wrong, then having to come back and clone the Change Set again. 

Further Reading