I use Windows at work and I'll be damned if I have to wait for the interface. When I'm watching other people (esp. helping them use their computers) it's so agonizing to wait for them to drag the pointer around aimlessly, trying to home in on the close button. I mean, it's not lke I berate them, I don't blame people for having better things to do than learn the fastest way to use their computer. But for those that are interested, here are my shortcuts:

Arrange your start menu into groups of applications. You should group them so that you can have no two items in any one menu that begin with the same letter. This way you can hit Win + P(rograms) + I(nternet) + P(uTTY) for example. Although this sounds just the same as the user above who said make 3 letter shortcuts, it's a little easier because you can always pause and look if you've forgotten exactly the right shortcut.

My groups are: Programs, Internet, Utilities, Accessories, Low Use (this can have multiple of the first letter), Startup and Games. This particular grouping is something I've refined over the last few years. Programs and Internet are the same thing but I found a useful way to separate programs is whether they predominately target the Internet (web browsers, news readers, etc.). This works out to be about 50% on my system.

Then there's assigning shortcut keys to specific folders. That's a little harder than it should be; you have to make a shortcut to the folder, and put it in the start menu. I'm not sure why, but ever since Win95, you couldn't assign shortcut keys to just anything on the system. There was a space for it in the properties dialog, but it wouldn't work unless that item was in the start menu. It seems like one of those broken things that Microsoft was too embarrased to fix.

Then there's all the hidden window key commands. There are many of them, and most people don't ever use them, but they should. Things like Win+M to Show Desktop, Win+R to run.

Then there's my mouse config. I've got two side buttons. These come preconfigured to Forward and Back. I reconfigured them: The button closer to my palm, which is bigger, is Back. The button farther away is Exit. I never push it accidentally. It is amazing how much time it saves to be able to close a window without going for the "X" button. And Ctrl-F4/Alt-F4?? What were they thinking? No one can reach those with one hand.

Lastly, and perhaps most important, are the Explorer keyboard uses. These are where I save the most time. It's amazing how many times people ask me "How did you do that so fast?" when they are looking over my shoulder. I'm not trying to pimp myself up, it's not like I'm really doing anything special. This stuff is all available on a default install.

Typing the first few characters of a file name jumps to that file. Pausing a moment resets the "buffer" and lets you try again.

Enter opens the file. The little menu button on the keyboard lets you "right-click" it, without using the mouse. From there, R means properties.

Backspace means jump up one directory. I got asked about that today. F2 means rename a file. When you push F2, you can push the right arrow or the left arrow to go to the far left or right or left of the field. So changing the extension is fast that way.

Alt brings the menu bar to focus. If you are in notepad, and you want to close it, it's Alt then F then X. This will prompt you to save. That particular combination is really fast because it is all one hand. In explorer it's Alt then F then C(lose), which is nearly as fast. Even if you have a two button mouse, this will still let you close the window you are in pretty quickly.

Lastly, coming back to the start menu, I do put some commands in the top of the start menu, but not many. Many of these I preface with a letter to make them quick. E.g. "K - Password Safe" loads my password holding program. No other program begins with K. Pushing K also puts my right hand in a good position to start typing my master password. I also put all of my shortcutted folders (explained above) there, prefaced with "Z - ". The reason is that I want to be able to see them all, but I never need to load them via clicking (they only exist in the start menu to handle the keyboard shortcut issue).

Sorry I didn't order these better, I just wrote them as they came to me. Clearly this stuff is not all that amazing hackery, but it really saves me a ton of time every day. It's also all pretty sensible, if not obvious. E.g. I would say that compared to learning Emacs' keys, this is about 1/20th the challenge.

Cheers, and good luck!