Windows comes with dozens of keyboard combinations built in. Here are a few of our favorites:
Control+Esc opens the Start Menu. Update: So does one tap of the Windows key.
F3 starts a file search
Alt+Tab cycles through open programs
First letter of a Desktop shortcut name places the focus on that shortcut, Enter to launch.
Win+D toggles Show Desktop
Win+E starts Windows Explorer
Win+L locks computer (XP only)