FASTEST WAY: To set up a keyboard shortcut for adding senders to the address book in OS X Mail:
Add a Sender to the Mac OS-X Address Book:
1. Open a message from the sender you wish to add.
2. Press Command+Shift+Y
This adds the sender's email address (together with her name, if one appears in the From: line) to the address book without asking any questions.
If you want to edit the newly added contact (to assign a picture to it, for example), open Contacts separately.