One of my favorite new applications I found recently is a little open source project called Launchy. Launchy is a great way to search your computer and then open documents, applications or even music. The nicest part of this app is you launch, Launchy by hitting Alt then space bar and it's there on your desk top. You begin typing an application you want to launch and two or three letters into the name the application appears in Launchy, usually at the top, of a list, hitting enter launches the application.
Windows Vista users will find Launchy similar to but not as powerful as the start search included in the OS, so considering you just hit the Win key and begin typing to do a start search, it may be of little use. In XP though it's way faster and more convenient than the built in search and is a must have. The developer is planning to make Launchy cross platform so soon it may be available on Linux or Mac OSX.
Check it out at www.launchy.net/ and if you do decide to use it, and enjoy it, please consider making a small donation to the developer.