1. Right click taskbar and under toolbars check addresses. That works to open url's directly and most system applications will run from there... like Calc, msconfig... almost everything under Accessories
2. Click Start and type in a command.. as you type optional menus will appear.. such as "ev" will show Event Viewier that you can click. If you type FIX there are a lot of things you can fix.
3. File searches can be run from any folder you create a shortcut to.
4. Advanced Windows Explorer tricks can be setup from the New / Shortcut menu. This is my favorite one %SystemRoot%\explorer.exe /e,c:
There are a lot more here. Link Removed due to 404 Error
5. Winkey + R will open a window to run any program you type in.