I just had an unwelcome scare on my new Mac, when I rebooted it took awhile and ended in a black screen saying "No bootable device -- insert boot disk and press any key". Yikes! I'd set up a Boot Camp partition earlier but hadn't installed Windows to it; apparently that broke things. I'm not the only one to have this problem, and thanks to this blog post I was able to fix it.
The fix was rebooting while holding down Cmd-Option-P-R. That resets the PRAM (aka NVRAM or BIOS settings). After that the system booted fine. It doesn't look like anything else important is in the PRAM, although I've probably screwed up the Boot Camp boot chain.
Macs have a bunch of magic keys at startup. I'd have thought holding down Option for Startup Manager would have been the right fix, but it didn't seem to do anything. Apple's support entry on this problem is unhelpful (step 1: Start up to MacOS. Um, that's the problem). I wish Boot Camp were more transparent; there's a bunch of conflicting and confusing information about how the Apple boot chain works.