I was listening to HanselMinutes over the weekend, and picked up a few windows tips that I thought I'd share (and to remind myself later if I forget):

1. Alt-Tab while dragging - In most cases, people usually "set up" a drag by making sure windows are side-by-side, etc.  This isn't necessary.  Just start dragging and then Alt-Tab to the window you want to drag to.
    
2. Right-click-drag - When dragging using the right mouse button, you get a context menu with several options at the end of the drag.
   
    
3. Dragging to the taskbar - In addition to Alt-tabbing while dragging, you can bring a window to the front by dragging an item to its taskbar icon.  Then drop the item on the focused window, not the taskbar