One of the things that I always do when installing a new box:
http://www.freedownloadscenter.com/S...s/DosHere.html
Basically creates a shell context selection for a directory: "Command Prompt Here". It opens a command prompt with that directory set as the current one. Very handy for command line applications (e.g. mysql).
Also check out PowerShell:
http://arstechnica.com/business/news/2005/10/msh.ars
This is old news, but something I feel isn't talked about enough especially on technical forums such as these. PowerShell is basically Microsoft's bid to end the superiority of the Unix command line (and in some ways, it already has).