Press Win+L to lock your workstation.
You can rename multiple files all at once: Select a group of files, right-click the first file, and select "Rename". Type in a name for the first file, and the rest will follow.
Hold down the shift key when switching to thumbnail view to hide the file names. Do it again to bring them back.
From the View Menu, select "Choose Details" to select which file properties should be shown in the Explorer window. To sort by a file property, check its name in the "Choose Details" in order to make that property available in the "Arrange Icons by" menu.
To arrange two windows side-by-side, switch to the first window, then hold the Control key while right-clicking the taskbar button of the second window. Select "Tile Vertically".
To close several windows at once, hold down the Control key while clicking on the taskbar buttons of each window. Once you have selected all the windows you want to close, right-click the last button you selected and pick "Close Group".
You can turn a folder into a desktop toolbar by dragging the icon of the desired folder to the edge of the screen. You can then turn it into a floating toolbar by dragging it from the edge of the screen into the middle of the screen. (It helps if you minimize all application windows first.)
To organize your Favorites in Explorer instead of using the Organize Favorites dialog, hold the shift key while selecting "Organize Favorites" from the Favorites menu of an Explorer window.
In Internet Explorer, hold the Shift key while turning the mouse wheel to go forwards or backwards.
In some applications (such as Internet Explorer), holding the Control key while turning the mouse wheel will change the font size.