For an index such as
http://fr.wikipedia.org/wiki/Liste_des_articles_d%27astronomie
the best thing to do would be to somehow mark the headings so the HTML
output is:
<h2 accesskey="a">A</h2>
(perhaps have an article-wide tag to do them all)
Then all you need is a note at the top of the page saying:
"hit COMMAND / CTRL + letter you want to go to"
Advantages:
* accesskey can be used at any point of the article, unlike the row of
"quick links" at the top