Let's share them.

I just discovered this one today:
* Middle Click or Shift-Click on an entry in the taskbar to bring up a new window for said program, when applicable. For web browsers it brings up a new browser window, for chat programs it brings up the window with your contacts list, for Explorer it brings up an Explorer window of your Libraries. Similarly, middle-click (Shift-Click doesn't work here) on a a taskbar thumbnail of a window to kill that window. Bigger target than the red X button.

These others are generally documented but you still might not know about some of them:
* Got a small 16:9 display or just really value your screen real estate? You can use small icons in the taskbar to reduce the height of the task bar to a mere 30 pixels high.

* Prefer the classic taskbar look? Set the taskbar buttons to 'Combine when taskbar is full' or 'Never combine' to show labels for active programs, and unpin the default applications from the taskbar (right-click the entries to see the option).

* Windows Key + Left and Windows Key + Right will cause the currently active window to move and resize so that it fills the left or right half of the screen it is on. This is handy if you want to work with two windows but be able to see both at once. You can cycle through the different positions (Left half, standard window, Right half) by continuing to push the button to move the window in the desired direction. Also, if you have multiple monitors, this will cycle through into the other monitors (if you have a secondary monitor to the right of the primary, Windows Key + Right will move a window from being on the right half of the left monitor to the left half of the right monitor).

* Alternately, you can get the half-maximize effect by moving the window to the desired side until your mouse cursor hits the edge of the screen. You'll see an expanding animation, release the mouse to get your half-maximized window. This is difficult/impossible along some sides of multi-monitor setups, which is why the Windows Key + Left/Right is useful. When you exit these half-maximized states, just like when you exit maximized or minimized states, the window remembers its previous size and location.

* Windows Key + Up maximizes, Windows Key + Down minimizes.

* Grabbing the title bar for a window and shaking it will cause all other windows to minimize. Repeating the action will cause the other windows to go back to where they were. Handy if things are getting cluttered, I guess.

* If you right click on a taskbar entry (or, for the sake of touchscreen users, left-click and drag up) you'll get a potentially more rich list of things to do with that application, not just Close. Applications which support these so-called Jump Lists offer support for things like "Open new tab" (for web browsers), "Go to store" (for iTunes), "Play all music" (for media players) and more. By default most programs that you open files in will give you a "Recent" list of recently opened documents. Application support for this will hopefully grow. Essentially it merges some features of the tray with the taskbar.

* If you want an image to be your background, make sure you make a JPEG version for that purpose. If you use anything except JPEG, Windows will make a crappy-quality JPEG version and use that instead. Don't ask me why.

* Thumbnails for currently very few programs will have controls below them. Windows Media Player 11 and iTunes 9 let you pause/play, previous track and next track from three small buttons below the thumbnails.

That's all I can think of for now! As I said, please add any tricks that you've read about (and tested) or discovered on your own here. In a bit over a month this will be the new OS standard, so the sooner you learn these tricks, the sooner you'll start saving seconds here and there.