Here are the list of all Windows key shortcuts, few are not listed on Microsoft website also.

 Windows  Key
Displays the Start Menu. 

Windows key  + E 
Opens a new Explorer Window
 
Windows key Key + D
Minimizes all windows and shows the Desktop.

Windows Key + D
Opens all windows and takes you right back to where you were.

Windows Key + F
Displays the Find all files dialog box.

Windows Key + L
Lock your Windows XP computer.

Windows Key + M
Minimizes all open windows.

 Windows Key + Shift + M
Restores all previously open windows to how they were before you minimized them.

Windows Key + R
Displays the Run command.

Windows Key + F1
Displays the Windows Help menu.

Windows Key + Pause/Break
Displays the Systems Properties dialog box.

Windows Key + Tab
Cycle through the buttons on the Taskbar.

Windows Key + Ctrl + F
Find computer

Additional :
If you have IntelliType software installed

 
Windows Key + L
Log off Windows

Windows Key + P
Starts Print Manager

Windows Key + C
Opens Control Panel

Windows Key + V
Starts Clipboard

Windows Key + K
Opens Keyboard Properties dialog box

Windows Key + I
Opens Mouse Properties dialog box

Windows Key + A
Starts Accessibility Options (if installed)

Windows Key + SPACEBAR
Displays the list of Microsoft IntelliType shortcut keys

Windows Key + S
Toggles CAPS LOCK on and off

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