Shift + F10 right-clicks.
Win + L (XP Only): Locks keyboard. Similar to Lock Workstation.
Win + F or F3: Open Find dialog. (All Files) F3 may not work in some applications which use F3 for their own find dialogs.
Win + Control + F: Open Find dialog. (Computers)
Win + U: Open Utility Manager.
Win + F1: Open Windows help.
Win + Pause: Open System Properties dialog.
Win + Tab: Cycle through taskbar buttons. Enter clicks, AppsKey or Shift + F10 right-clicks.
Win + Shift + Tab: Cycle through taskbar buttons in reverse.
Alt + Tab: Display Cool Switch. More commonly known as the AltTab dialog.
Alt + Shift + Tab: Display Cool Switch; go in reverse.
Alt + Escape: Send active window to the bottom of the z-order.
Alt + Shift + Escape: Activate the window at the bottom of the z-order.
Alt + F4: Close active window; or, if all windows are closed, open shutdown dialog.
Shift while a CD is loading: Bypass AutoPlay.
Shift while login: Bypass startup folder. Only those applications will be ignored which are in the startup folder, not those started from the registry (Microsoft\Windows\CurrentVersion\Run\)
Ctrl + Alt + Delete or Ctrl + Alt + NumpadDel (Both NumLock states): Invoke the Task Manager or NT Security dialog.
Ctrl + Shift + Escape (2000/XP ) or (Ctrl + Alt + NumpadDot) : Invoke the task manager. On earlier OSes, acts like Ctrl + Escape.
Print screen: Copy screenshot of current screen to clipboard.
Alt + Print screen: Copy screenshot of current active window to clipboard.
Ctrl + Alt + Down Arrow: Invert screen. Untested on OS's other than XP.
Ctrl + Alt + Up Arrow: Undo inversion.
Win + B : Move focus to systray icons.