I'm looking for option for duplicate object, while moving. It works that way, that I grab the move arrow, or rotate, but instead of changing original object's position, it duplicates in new position I choose. I'm not talking about ctrl + D. It's something like here: https://youtu.be/zzVoZ5WygW4?t=1m14s - user holds shift key and moves object to duplicate it. Is something like it in Blender?
Duplicating with ShiftD will create a duplicate of the selected object, and immediately activate the move tool, so all you have to do is drag the new object to the place you want it. The original object will stay unselected and in it's original position.
Note that all the copied objects are independent from each other.
To create linked duplicates use AltD, the tool behaves the same way but all duplicates are linked to the original mesh, so altering this one will affect all of them.