paralist also provides "compact" variants of the standard lists. You can emulate them in enumitem using the following:
\newlist{compactitem}{itemize}{3}
\setlist[compactitem]{topsep=0pt,partopsep=0pt,itemsep=0pt,parsep=0pt}
\setlist[compactitem,1]{label=\textbullet}
\setlist[compactitem,2]{label=---}
\setlist[compactitem,3]{label=*}
\newlist{compactdesc}{description}{3}
\setlist[compactdesc]{topsep=0pt,partopsep=0pt,itemsep=0pt,parsep=0pt}
\newlist{compactenum}{enumerate}{3}
\setlist[compactenum]{topsep=0pt,partopsep=0pt,itemsep=0pt,parsep=0pt}
\setlist[compactenum,1]{label=\arabic*}
\setlist[compactenum,2]{label=\alph*}
\setlist[compactenum,3]{label=\roman*}
Edit: Thanks to @Alan for pointing out my misreading. enumitem permits nesting lists up to 6 deep, at least for newly created enumerate-like lists. (That removes any quibble I had about enumitem versus native lists, since I think native lists don't nest by default that deep :-p)
I haven't figured out enumitem equivalents for the in-paragraph lists, yet, but as another answer points out, such support is being added to enumitem v3.0.