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.