Windows often includes moving the mouse for hours, which I personally dislike. So here is a collection of shortcuts used from CLI (cmd.exe) or Startmenu -> Execute:

Add / Remove Programs
appwiz.cpl

Administrative Tools
control admintools

Automatic Updates
wuaucpl.cpl

Check Disk Utility
chkdsk

Computer Management
compmgmt.msc

Date and Time Properties
timedate.cpl

Device Manager
devmgmt.msc

Disk Cleanup Utility
cleanmgr

Disk Defragment
dfrg.msc / defrag [drive]:

Disk Management
diskmgmt.msc

Disk Partition Manager
diskpart

Display Properties
control desktop / desk.cpl

Event Viewer
eventvwr.msc

Group Policy Editor (XP Prof)
gpedit.msc

Internet Properties
inetcpl.cpl

IP Configuration (Display Connection Configuration)
ipconfig /all

IP Configuration (Display DNS Cache Contents)
ipconfig /displaydns

IP Configuration (Clear DNS Cache Contents)
ipconfig /flushdns

IP Configuration (Release All Connections)
ipconfig /release

IP Configuration (Renew All Connections)
ipconfig /renew

Java Control Panel (If Installed)
jpicpl32.cpl

Java Control Panel (If Installed)
javaws

Keyboard Properties
control keyboard

Local Security Settings
secpol.msc

Local Users and Groups
lusrmgr.msc

Mouse Properties
control mouse

Mouse Properties
main.cpl

Network Connections
control netconnections / ncpa.cpl

Nview Desktop Manager (If Installed)
nvtuicpl.cpl

On Screen Keyboard
osk

Password Properties
password.cpl

Phone and Modem Options
telephon.cpl

Power Configuration
powercfg.cpl

Printers and Faxes
control printers / printers

Quicktime (If Installed)
QuickTime.cpl

Regional Settings
intl.cpl

Remote Desktop
mstsc

Removable Storage
ntmsmgr.msc

Resultant Set of Policy (XP Prof)
rsop.msc

Scanners and Cameras
sticpl.cpl

Scheduled Tasks
control schedtasks

Security Center
wscui.cpl

Services
services.msc

Shared Folders
fsmgmt.msc

Shut Down Windows (CLI)
shutdown

Sounds and Audio
mmsys.cpl

System Configuration Editor
sysedit

System Configuration Utility
msconfig

System Properties
sysdm.cpl

User Account Management
nusrmgr.cpl

Utility Manager
utilman

Windows Firewall
firewall.cpl

Windows Management Infrastructure
wmimgmt.msc

Windows System Security Tool
syskey

Windows Update Launches
wupdmgr

This list is not exhaustive.