CTRL + ALT + ESC
While in a full-screen window will launch the task bar. If used while not in a full screen window, it will work like ATL + TAB without the option of choosing which window and simply go to the window whose button is to the RIGHT of the current window.
ALT + D [MSIE]
This will move the cursor to the Address bar, highliting all the text in the bar as well.
ALT + TAB (With Shift)
If you have many windows open, using ALT + TAB can be kind of annoying if you miss the program you're seeking. Adding SHIFT and pressing TAB again will move the highlite back one.
CTRL + TAB
When working with multiple frames/panes, this will jump from one frame to another without having to TAB to the end of the current pane to move to the next. Press TAB again to enter the frame/pane you select.
SHIFT + CLICK (Explorer/MSIE)
This does the same thing as RIGHT CLICKing and selecting "Open in new window". Sometimes, however, I find that you have to DOUBLE CLICK to make it work.
SHIFT + RIGHT CLICK (Explorer)
This gives you an extra option, "Open With..." for certain (most) files types.
WINKEY + L (Using the "Welcome" style logon)
Same as [Start>Log Off>Switch User].
Opens the Help dialogue for most programs.
When searching using a typical text "Find..." feature, this will do the same as "Find next".