Log out rather than reboot
This tip isn't for every situation, but it helps when you are short on time or to recover from a small crash (yes there is a such thing).
Rather than completely reboot your computer, instead go to Start -> Turn Off Computer. Instead of Turn Off or Restart, choose Log Off. This will close all of your running programs and stop anything attached to your account.
To get back in, just click on the user name and Windows will take you right back in.
This process is great for recovering from lockups. I don't recommend it to replace a standard reboot after you have installed a piece of software in hardware. Those types of restarts need to completely shutdown Windows so that changes can be made to the registry.