Paste from the keyboard:
* Press Shift-INSERT (Thanks to Jared)
Use the mouse in vim:
* Make sure TERM is set to 'xterm'
* Make sure .vimrc has 'set mouse=vn'
* Make sure PuTTY hasn't disabled 'xterm style mouse reporting'
Set up tunnels to arbitrary addresses
* The source port input box accepts address:port, just keep typing
* See this page