How can I add unicode glyphs using just the keyboard?

Assuming you're in InDesign and you are editing text in a container:

Windows

1. Press and hold down the Alt key
2. Press the + (plus) key on the numeric keypad
3. Type the hexidecimal unicode value
4. Release the Alt key

Mac

You need to do a little setup first (example using Mac OS X Mavericks 10.9.2)

1. System Preferences > Keyboard > Input Sources
2. Click the + button at the bottom of the left-hand pane
3. A sheet will slide down. Type Unicode in the Search field
4. Click Unicode Hex Input in the right-hand pane
5. Click Add Now you have Unicode Input enabled for the system
6. I always turn "Show input menu in menu bar" ON so I can see the input mode I have selected
7. Still in Keyboard, click the Shortcuts tab
8. Select Input Sources on the left
9. Select BOTH "Select the previous input source" and "Select next source in Input menu"
10. Set the shortcuts to something useful.

Now you can select your regular keyboard layout or Unicode Hex Input from the keyboard.

When you're in Unicode Hex Input:

Simply hold down Option key and type the hex code of the character you want (no need to type the + (plus) sign).