For Excel 2010, when I have the filter drop-down open
...how do I get to the filter checkbox section via keyboard shortcut? Skipping everything from "Sort A to Z" to the "Search" box, going all the way to the checkboxes.
In Excel 2010 (English) you just have to press e to get to the filter textbox; from there you can use the down arrow key ↓ to go to the first checkbox:
Shift+Tab
Shift+Tab
Shift+Tab
(as mentioned by @Sean_Cheshire) - this goes "backwards" from the first entry over "Cancel" and "OK" to the first (sic!) checkbox.
The question above is about how to move inside the filter drop-down. To open the filter drop-down, you have one or two options:
For any filter: As @Juhi and @Josh have pointed out, you can open said menu with the keyboard when the column heading cell (where you would click to open the drop-down) is selected by typing Alt+ ↓ .
For tables: If you are using a Table object instead of a pivot table or regular filtered range, you can be in any row of the Table and open the filter drop-down using Alt+Shift+ ↓