Want quicker access to a bunch of Windows XP panels, components, and applications?  Most of these can be put to work by copy/pasting or typing them into the Run... box from the Start Menu and pressing ENTER ...  You might prefer to make shortcuts to some of them on the Desktop by right-clicking a blank spot and choosing New > Shortcut, then paste or type the commands into the location field, click Next >, and pick a name.  Some of the shortcuts listed use key combinations.  Some will also work from a command prompt.

    - Control Panel control
    - Volume Control Panel sndvol32
    - Shrink the size of Volume Control Panel CTRL+S
    - Sound Recorder sndrec32
    - Notepad notepad
    - Wordpad wordpad
    - Microsoft Paint mspaint
    - Internet Explorer iexplore
    - Start Internet Explorer in kiosk (full screen) mode iexplore -k

    - MS Word winword (Word or Office required... Also, may need to be installed on the same drive/partition as Windows itself, preferably in a default location)
    - Start Mozilla Suite without the splash screen mozilla -nosplash (for this and the rest of this portion of the list, see the note on MS Word)
    - Firefox browser firefox
    - Opera browser opera
    - Start Opera browser in kiosk (full screen) mode opera -k
    - Nero Burning Rom nero
    - Sound Forge forge
    - WinZip winzip

    - TweakUI tweakui (one of the Microsoft PowerToys for Windows XP)
    - Media Player (the newer, slower version) wmplayer
    - Media Player (older versions - 6.x, possibly 7) mplayer2
    - Outlook Express msimn
    - Windows Address Book wab
    - Help and Support Center msinfo32
    - System Configuration Utility msconfig
    - Registry Editor regedit
    - Task Manager taskmgr

    - Task Manager (2) CTRL+ALT+DEL
    - Task Manager (3) CTRL+SHIFT+ESC
    - Task Manager (4) right-click an empty spot on the Taskbar, choose Task Manager

    - SendTo folder sendto
    - Prefetch folder prefetch
    - Favorites folder favorites
    - My Documents folder my documents
    - current user folder %userprofile%
    - Device Manager rundll32.exe devmgr.dll DeviceManager_Execute
    - Device Manager (2) devmgmt.msc
    - System Properties rundll32.exe shell32,Control_RunDLL sysdm.cpl
    - System Properties (2) sysdm.cpl
    - System Properties (3) Windows-logo key + PAUSE/BREAK key
    - Force Internet Explorer to refresh a page CTRL+F5
    - Close a window or application (depends on the app) CTRL+W
    - Put the focus on the address bar (IE, Firefox and Mozilla) ALT+D
    - Put the focus on the address bar (Opera) F8
    - Go to home page in IE, Mozilla, & Firefox ALT + HOME
    - Go to home page in Opera CTRL+SPACEBAR
    - Automatic Updates wuaucpl.cpl
    - Sounds and Audio Device Properties rundll32.exe Shell32.dll, Control_RunDLL mmsys.cpl
    - Sounds and Audio Device Properties (2) mmsys.cpl
    - Mouse Properties rundll32.exe Shell32.dll, Control_RunDLL main.cpl
    - Mouse Properties (2) main.cpl
    - Mouse Properties (3) control mouse
    - Keyboard Properties rundll32.exe Shell32.dll, Control_RunDLL main.cpl @1
    - Keyboard Properties (2) control keyboard
    - Internet Properties rundll32.exe Shell32.dll, Control_RunDLL inetcpl.cpl
    - Internet Properties (2) inetcpl.cpl
    - Network Connections ncpa.cpl
    - Display Properties rundll32.exe Shell32.dll, Control_RunDLL desk.cpl
    - Display Properties (2) desk.cpl
    - Power Options Properties powercfg.cpl
    - Add Hardware Wizard hdwwiz.cpl
    - Add or Remove Programs rundll32.exe Shell32.dll, Control_RunDLL appwiz.cpl
    - Add or Remove Programs (2) appwiz.cpl
    - Regional and Language Options intl.cpl
    - Speech Properties control speech
    - Game Controllers joy.cpl
    - User Accounts nusrmgr.cpl
    - Folder Options control folders
    - Printers and Faxes control printers
    - Date and Time Properties rundll32.exe Shell32.dll, Control_RunDLL timedate.cpl
    - Date and Time Properties (2) timedate.cpl
    - Computer Management compmgmt.msc
    - Group Policy Editor (XP Pro only) gpedit.msc
    - Disk Defragmenter (Defrag) dfrg.msc
    - Disk Defragmenter (2) defrag <switches> <driveletter>
    - Event Viewer eventvwr.msc
    - Disk Management diskmgmt.msc
    - Local Users and Groups lusrmgr.msc
    - Shared Folders fsmgmt.msc
    - Component Services comexp.msc
    - Services services.msc

The ones with the longer commands were found at j79zlr's tips and tweaks.  Thanks also to The Elder Geek for the one on Folder Options, which reminded me of other shortcuts, like the ones for Printers and Faxes, Mouse Properties, Windows Address Book, Outlook Express, Notepad, and a bunch of others.

You may be wondering, 'why bother with the longer Control Panel commands when the shorter ones do the same thing?'.  Good question... and my answer would be that Windows XP has all these choices, alternate ways of doing this and that, of going here and there... seems like this page would be lacking if I left out some route or other.  And one never knows, somebody somewhere might need it.... On the other hand, that might just be the timeless plea of the pack rat. :-)

Microsoft has A List of the Keyboard Shortcuts That Are Available in Windows XP.  It covers 'General Keyboard Shortcuts', 'Dialog Box Keyboard Shortcuts', 'Microsoft Natural Keyboard Shortcuts', 'Accessibility Keyboard Shortcuts', 'Windows Explorer Keyboard Shortcuts', 'Shortcut Keys for Character Map', 'Microsoft Management Console (MMC) Main Window Keyboard Shortcuts', 'MMC Console Window Keyboard Shortcuts', 'Remote Desktop Connection Navigation', 'Microsoft Internet Explorer Navigation', and more still.

Computer Hope has this page called Microsoft Windows and applications shortcut keys.

Windows XP also has help with keyboard shortcuts:
    - Start Menu / Run...
    - type (or copy / paste) C:\WINDOWS\Help\keyshort.chm / press ENTER