When you use TRADOS as much as I do, regular expressions can come in pretty handy.
I work in English and Japanese, which makes some knowledge of Unicode essential if you want to accurately control Japanese characters.

Useful Stuff
Expresso is a great free tool for testing regex to make sure you get the intended results.

rexegg.com has some great tutorials and a heap of information related to regular expressions. Well worth a look if you need a little help.

Just Great Software have some very powerful tools that are easy to use, and reasonably priced.