I'm able to exit 2D sketches with a top-right mouse gesture, but it doesn't work in 3D sketches (and neither does double-clicking the background). I looked through the Customize commands, and I see one to "Exit Sketch without Saving Changes.." but I would like to save whatever changes I have. Right now the fastest way I see to exit the sketch is to right-click and choose the "Exit Sketch" icon on the right, but it seems like that command should also be available as a mouse gesture.

Note also that this methodology of exiting sketches is recommended in the tutorial "Solidworks Tutorials->Productivity Tools->Mouse Gestures."