Autocompletion in the command prompt!
Roy Osherove posted a link to some cool Registry settings. One of them I found quite usefull: Enable AutoCompletion in Command Prompt. Once this setting is done, you can use the tab key for autocompleting while typing in the command prompt (cmd)! For example you type "cd c:\progr" (without return) and press the tab key, "progr" will be completed to "Program Files".
To enable this setting, change the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Command Processor\CompletionChar
Change this value (or create the key, DWORD) to 9.