Items that end in an extension with .msc are Microsoft Management Console Snap-in's, but did you know that you can run most of these directly from either the RUN line or the Search Bar in Vista?  My personal favorites to run in this fashion are the Device Manager, Event Viewer and the Disk Management Snap-ins..

Here is a quick list from the Windows\System32 directory on a Vista SP1 system I looked at recently... 

•  azman.msc : Authorization Manager snap-in
•  certmgr.msc : Certificate Manager 
•  comexp.msc : Component Services Manager
•  compmgmt.msc : Computer Management 
•  devmgmt.msc : Device Manager
•  diskmgmt.msc : Disk Management
•  eventvwr.msc : Event Viewer 
•  fsmgmt.msc : Shared Folders Management
•  gpedit.msc : Local Group Policy Editor 
•  lusrmgr.msc : Local Users and Groups 
•  NAPCLCFG.MSC : NAP Client Configuration
•  perfmon.msc : Reliability and Performance Monitor 
•  printmanagement.msc : Print Management
•  rsop.msc : Resultant Set of Policy 
•  secpol.msc : Local Security Policy 
•  services.msc : Services (Snap-in) non-DLL based
•  taskschd.msc : Task Scheduler 
•  tpm.msc : Trusted Platform Module (TPM) on Local Computer
•  WF.msc : Windows Firewall with Advanced Security on Local Computer
•  WmiMgmt.msc : WMI Control (Local)

Knowing the name of the Management Console Snap-in that you want to run rather then loading it through the UI or the MMC can save time and clicks. 

Thanks!
Chris