Apple - Ctrl + Alt + Delete: Mac Equivalent?

The keyboard shortcut you’re looking for is ⌘ + ⌥ + ⎋, alternatively known as command + option + escape. This will bring up the Force Quit Applications window (see screenshot below).

There is no all in one equivalent:

• The equivalent of the Windows Task Manager is The Activity Monitor app.

• The equivalent of Close Session or Shut Down are found in the Apple Menu.

• The equivalent of Change Password is the Users pane of the Configuration app.

• The equivalent of Lock Computer is "Login Window..." under the User (your user name) menu.

To complete previous answers :

• The shortcut control-eject brings up the shutdown/reboot confirmation dialog (I use this a lot : you just have to type control-eject then enter to shutdown. Very handy!)
• Pressing cmd-shift-Q brings up the quit session confirmation dialog.