ü=Alt+0252 on the number pad. Hold Alt and type "0252" on the number pad.
_So_ much more intuitive than Apple's nasty option-u prefix to any umlautable vowel. Ditto the other common accent marks, from memory the optioned `, n, e, and i which yield è, ñ, é, and î when you tack them on likely candidates. (The option is attached to their most common associated letter for ease of memorization.)
I never understood why the PC never came up with a decent input method rather than (effectively) memorization of the font's glyph map. Both these input methods date from the 80's, but I know which one I'd rather use. Let the wars begin! -- Jim