I sure do love using the Windows 7 taskbar. (I might have blogged a few times about it already.) I have completely internalized the habit of right-clicking on a running app (or a pinned icon for a non-running one) to open a recent document - whether that app is Word, Notepad, PowerPoint, or whatever. I right-click any Messenger conversation to change my status, and I close instances right from the taskbar preview window. I wish Outlook would give me 5 or 6 jumplist items, like New Message and New Appointment, and I really wish Visual Studio would give me some options too. I am looking forward to new releases that will harness this intuitive way of getting users closer to the files they want to open or the things they want to do.
If you want to put taskbar support into your application, and you're not really a video kind of person, perhaps an MSDN Magazine article will do the trick? Yochay and Sasha should be familiar to my readers - you know these guys know their stuff. The article covers both native and managed development, and concludes with this summary:
In this article, we have explored some features of the Windows 7 taskbar, such as application IDs, thumbnail toolbars, overlay icons, progress bars and jump lists. The Windows 7 taskbar provides a clean, sleek launch surface that strongly benefits users. Integrating into this surface will be a primary goal for any application developer for Windows 7.
Using the native Win32 APIs or the managed Windows API Code Pack provides you with a differentiating opportunity to light up your applications on Windows 7. Bear in mind that the taskbar is the first thing users see after logging on to Windows, and you'll want your application to be pinned to their taskbar.
I completely agree. Give it a read.