Personally, I absolutely love the Windows Run box (Start > Run) as it gives quick access to virtually everything on your computer. While the remembered items is nice and Vista’s upgraded Run functionality is nicer, a really cool utility to take a look at is SlickRun.

From their web site:

SlickRun is a free floating command line utility for Windows. SlickRun gives you almost instant access to any program or website. SlickRun allows you to create command aliases (known as MagicWords), so C:\Program Files\Outlook Express\msimn.exe becomes MAIL.

The ability to create aliases is extremely nice as you can set a simple command to wake a server (send a wake on LAN command) or launch any application. While this utility may not be for everyone, it is a great tool for those who make extensive use of the Run dialog.