Here is something really cool. If you happen to hold Shift while you right-click a file in Windows Explorer, you get more options on the menu:
The one I'm most likely to use is Copy as Path. Lets say you've just put a file on some shared drive somewhere and now you're emailing someone that you've done so, or you're passing the full file name to another application, or you're recording the file name in the files itself so that printed copies make sense. You need to copy the path from the address box, then the file name - it's annoying. This little trick doesn't save a ton of keystrokes, but I like it.