As I mentioned the other day, I've a penchant for using shortcuts in Windows: most (if not all) are documented in help files and the likes, but it is amazing how many people don't know about them or just don't use them.
Continuing the list of shortcut keys that can save a few fractions of a second each time you use them...
There are lots of handy commands which you can type, used in conjunction with Windows-Key-R, to speed navigation in the UI. You could even set up shortcuts to some of these for quick activation using the mouse/start menu etc...
NCPA.CPL - jumps straight into the network control panel, rather than (depending on which version of Windows you're running), fiddling about in Control Panel and looking for Networking connections. Under Vista, the guts of Networking is hidden behind the Network & Sharing Center.
DESK.CPL ,3 - (note the space before the comma) - takes you straight to the display settings page that's used to change resolution, select monitors etc.
COMPMGMT.MSC - quick way of getting to the main Computer Management snapin, which branches off to event logs, user manager etc.
SYSDM.CPL - System Properties dialog (same effect as pressing WND-BREAK)
There are many more - from SERVICES.MSC or EVENTVWR typed directly at the Start menu, to MSTSC /v <server> /console to take over a remote machine's console using the Terminal Server client.
Enjoy - and Happy New Year!