Finding the centralizer of a permutation
Hint: conjugacy in $S_n$ leaves cycle types in tact: $\tau^{-1}(1 2 3 \dots n)\tau=(\tau(1) \tau(2)\tau(3) \cdots \tau(n))$.
Let $S_n$ act on itself by conjugation. Let $g = (1,2,\ldots,n)$. The size of the orbit of $g$ in this action is its conjugacy class $\{ h^{-1} gh: h \in S_n\}$. The stabilizer subgroup of $g$ in this action is the set of elements $h$ in $S_n$ such that $h^{-1}gh=g$, i.e. the centralizer $C_{S_n}(g)$. By the orbit-stabilizer lemma, the size of the orbit equals the index of the stabilizer. The size of the orbit is the number of elements that have the same cycle structure as $g$, which is $(n-1)!$. Thus, the index of the centralizer is $(n-1)!$, whence the centralizer has $n! / (n-1)!=n$ elements. Thus the powers of $g$ exhaust all of $C_{S_n}(g)$.
A second proof is as follows. For the special case where $g=(1,2,\ldots,n)$, we can determine its centralizer in $S_n$ without using the orbit-stabilizer lemma. If $h^{-1}gh = g$, then $(h(1),h(2),\ldots,h(n)) = (1,2,\ldots,n)$. Now, $h(1)$ can be chosen in $n$ ways to be any of $1,2,\ldots,n$, but once $h(n)$ is chosen, the remaining elements $h(2),\ldots,h(n)$ are uniquely determined. In fact, if $h(1)=i$, then $h(2)=i+1$, and so on, and so $h$ is just a power of $g$. Thus, there are exactly $n$ different elements $h$ such that $h^{-1}gh=g$.