The Windows Start menu is very useful. I typically access some programs more than others. You can open the start menu (or Windows Explorer (Windows key+E)), navigate to a program (or document or picture or…) and drag/drop it onto the main part of the Start Menu. This will create a shortcut to the program.
(You might need to Enable Drag & Drop: Right click on the Start Menu, choose Properties, Start Menu, Customize, Advanced, and in the Start Menu items, check “Enable dragging and dropping”)
However, you might have several starting with the same name, like “Microsoft Visual FoxPro”, “Microsoft Outlook”, etc.
For faster keyboard access to these programs, you can rename the shortcut. I put a “6” in front of the Outlook menu item for all my machines. Thus to start Outlook, I just need to hit the Windows key, then 6. Or you can just remove the “Microsoft” from the item.
For even faster access to these programs, right click on a shortcut and choose Properties. If the type of the file is Shortcut, then choose the Shortcut tab, move to the Shortcut Key entry, then type a key combination that Windows will use to start the shortcut. For example, I use Ctrl-Alt-Z to start Visual Studio.
Keyboard shortcuts are especially useful when you’re using Remote Desktop in non-full screen mode. The Windows key goes to the local machine, not the remote. The Start Menu may not be visible because you’re not in full screen mode. The keyboard shortcut will work just fine.
Similarly, the Internet Explorer Favorites can be renamed. For example, I have a shortcut to my Blog which I’ve renamed with a digit in front of it. You can also right click on the Favorite, choose Properties, and assign a shortcut keystroke to that Favorite (like Alt-Home is a shortcut to the page you have designated as your Home page)