I hate reaching for escape every time I want to get out of insert mode. If your pinky wants to stay at home on the couch then try this on for size.
:imap kj <ESC>
:imap jk <ESC>
Now when you are done typing hit kj or jk quickly and you will exit insert mode.
Try this on for size in other modes as well.
:vmap kj <ESC>
My pinky can finally get the rest it deserves.