I'm a bit of a DOS junkie myself, I'm more comfortable with it then I am with the pretty Windows GUI. I find I'm using the command prompt quite a bit while within Windows. Because I'm also quite lazy, I find that the auto complete function in the DOS prompt quite invaluable, however it's disabled by default. Luckily enabling it is quite easy, all we have to do is some registry editing.
If you load up Regedit (Start, Run and type Regedit and then press the OK button) follow this path HKEY_LOCAL_MACHINE -> SOFTWARE -> Microsoft -> Command Processor. Right click on the CompleteChar DWORD value and change it's value to 9 (does not matter if you use Hexidecimal or Decimal).
Reboot your computer and now when you're mucking around in the DOS prompt after you enter the initial DOS command (like CD, Copy, etc) simply hit the tab button to scroll through the list until hit what you're looking for. This works with Win2k as well as WinXP.
I use it a lot at work, and it is pretty helpful