If you think ethics is the study of the question "what should we do?" then metaethics is the study of the question "how should we determine what we should do?"
Ah, I think the characterization 'ethics of ethics' or 'physics of physics' is misleading then: you don't mean a physical theory of physical theories, or an ethical theory of ethical theories. This makes it sound like the meta-study asks the same questions as the object level study, only about the object level study. But I take it you mean that the meta-level study asks different kinds of questions; in your example, meta-ethics asks epistemological questions about ethics, while ethics asks ethical ones about the immediate objects of study.
No, I think metaethics asks ethical questions about ethics. Those ethical questions may get reduced to epistemological questions, but the epistemological questions are only important because they're supposed to help answer the ethical question "how should we determine what we should do?" (I'm thinking of "should" here as an ethical modal operator.)
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I often find that my understanding of the world is strongly informed by a few key concepts. For example, I've repeatedly found the concept of opportunity cost to be a useful frame. My previous post on privileging the question is in some sense about the opportunity cost of paying attention to certain kinds of questions (namely that you don't get to use that attention on other kinds of questions). Efficient charity can also be thought of in terms of the opportunity cost of donating inefficiently to charity. I've also found the concept of incentive structure very useful for thinking about the behavior of groups of people in aggregate (see perverse incentive).
I'd like people to use this thread to post examples of concepts they've found particularly useful for understanding the world. I'm personally more interested in concepts that don't come from the Sequences, but comments describing a concept from the Sequences and explaining why you've found it useful may help people new to the Sequences. ("Useful" should be interpreted broadly: a concept specific to a particular field might be useful more generally as a metaphor.)