You can tab from one inputText to another; there are limitations though. From what PK.Hong found, you need to create the inputText boxes in the order in which you want users to Tab through. There is much to be desired with its programmability.
The new Form gallery also has the same issue where you can't program the order of tabbing input fields.
I agree that keyboard navigation would be useful.
One more specific example to implement is the "enter" button following a password or other input to trigger a button.