For the record, on Mac OS X it's Option-\ for « and Option-Shift-\ for » (where Option-Shift-\ may also be seen as as Option-Shift-|). It is entirely possible that this is different on a normal Apple keyboard as opposed to the one in my Powerbook, but that strikes me as unlikely.
Specifying the OS is not enough, you need at least the keyboard layout. It would be impossible to have shortcuts involving | or \ on a French keyboard since they are respectively Alt-Shift-L and Alt-Shift-:
OS X / iBook / fr-fr
« Alt-č » Alt-Shit-č
-- Robin Berjon
