Save Your Time: Lesser Known Windows Keyboard Shortcuts
I use these shortcuts everyday, and it speeds up my windows use dramatically. I highly recommend learning as many as possible. Its the only way to be a computer god.
ctrl + w - close current window (iexplorer, firefox, photoshop, many others)
ctrl + alt + print scrn - screencap current window only (saves bandwidth too)
windows + e - Windows Explorer
ctrl + shift + escape - Task Manager
windows + pause/break - System Properties
windows + d - Display Desktop
windows + r - Run Program
shift + delete - Delete Immediately (skip recycle bin)
alt + tab - Go to Next Window (you should know this)
ctrl + z - undo (we all do it)
windows, u, u - Quick Shutdown
windows, u, r - Quick Restart
If you are feeling really cool, you could try AutoHotKey.
I map just about all my programs using this. It lets you take advantage of the mostly-useless window$ logo key and assign whatever you want to it. Win-F for firefox, Win-N for Notepad, Winamp -> Imagine the possibilities!
For a full droning list of mostly useless shortcuts, check out the windows support website.