Heaps
Keep the smallest (or largest) thing within reach and stop caring about the order of everything else. A heap hands you its top in O(1) and absorbs a push or a pop in O(log n), which is exactly the trade a problem wants when it keeps asking "what is the best one right now?" while the set underneath it keeps changing.
New to the structure itself? The Heaps & Priority Queues primer walks through the heap property, sift up and sift down, and heapq in practice.
Top K
Only the best k ever matter. Keep a heap of at most k candidates and let everything else fall off the end, so the work scales with k instead of with the whole input.
1337. The K Weakest Rows in a Matrix
Count Soldiers, Keep K with a Heap
Earliest to Finish
Sort the events by start, then keep a min-heap of the moments things end. The heap's top is always the next resource to free up, so each new arrival either reuses it or opens a new one.
These problems live with the intervals, on Greedy & Heap Sweeps, where the loop is worked as admit / expire / serve: 1353 Maximum Number of Events, 253 Meeting Rooms II, 1094 Car Pooling.
Window Extremes
A sliding window needs its max (or min) at every step. Push each element as it enters and lazily discard the top only once it has slid out of the window - stale entries buried deeper in the heap can wait.