Hi,
I always wire LCTRL+W to "Close File" (i.e. the current document), and LCTRL+LSHIFT+W to "Close All but This". I've found it's some of the most important functions to keep my workspace tidy while writing code.
Also, don't forget to take a good look at the Power Commands for Visual Studio 2010 when they become available (they were pulled after VS 2010 RC was made available, afaik).