Any of the following key combinations will exit insert mode: Escape, Shift+Enter, Ctrl+Enter. Typing 'kj' quickly will also exit insert mode if you enable that option in Preferences.

Ctrl+[ is a common alternative to escape in vim. A lot of vim users do not use the Esc key directly as it means taking your hand of the home row. Specially if you have Caps lock mapped to Ctrl. It would be nice to have it as an option.