You can also open an Explorer window and then enter the location that you want to go to into the location bar. <Win+E><Ctrl+L>C:<Enter> takes you to C: and <Win+E><Ctrl+L>Control Panel<Enter> takes you to the "old" control panel, instead of the confusing new "Settings" UI. <Win+E><Ctrl+L>Network Connections<Enter> also works and is often useful because all the newer network configuration utilities are useless. <Win+X>A gives you an administrative prompt. While in an open explorer window, [<Ctrl+Space>]<Shift+Menu>S will give you a regular prompt in the current folder.

These are the small quality-of-life tricks that I use daily. I am not going to claim it makes it enjoyable, though.