There are lots of ways to shortcut when working in windows. One easy way is to just run the mmc or control panel snapin directly.

These are some of the ones I use the most, and below a long list of them:

Shortcut	Name	Description
adsiedit.msc	ADSI Edit	Graphical Low level Active Directory Management
appwiz.cpl	Programs and Features	Add Remove programs and windows features.
dsa.msc	Active Directory Users and Computers
eventvwr.msc	Event viewer
ncpa.cpl	Network Connections

All of em:

Shortcut	Name	Description
AdRmsAdmin.msc	Active Directory Rights Managment Services Administration
adsiedit.msc	ADSI Edit	Graphical Low level Active Directory Management
appwiz.cpl	Programs and Features	Add Remove programs and windows features.
azman.msc	Authorization Manager
bthprops.cpl	Bluetooth Properties
certlm.msc	Certificates - Local Computer	Manage the certificates of the local computer
certmgr.msc	Certificates - Local Users	Manage the certificates of the local user.
certsrv.msc	Active Directory Certificate Services
certtmpl.msc	Certificates Templates Console
CluAdmin.msc	Failover Cluster Manager
comexp.msc	Component Services
compmgmt.msc	Computer Management
desk.cpl	Screen Resolution	Manage desktop size
devmgmt.msc	Device Manager	same as hdwwiz.cpl
dfsmgmt.msc	DFS Managment
dhcpmgmt.msc	DHCP Management
diskmgmt.msc	Disk Management
dnsmgmt.msc	DNS Management
domain.msc	Active Directory Domains and Trusts
dsa.msc	Active Directory Users and Computers
dssite.msc	Active Directory Sites and Services
eventvwr.msc	Event viewer
Firewall.cpl	Windows Firewall
fsmgmt.msc	Shared Folders
fsrm.msc	File Server Resource Manager
fxsadmin.msc	Microsoft Fax Service Manager
gpedit.msc	Local Group Policy Editor
gpmc.msc	Group Policy Management Console
gpme.msc	Group Policy Management Editor
gptedit.msc	Group Policy Starter GPO Editor
hdwwiz.cpl	Device Manager	same as devmgmt.msc
inetcpl.cpl	Internet Control panel
intl.cpl	Regional settings
joy.cpl	Game Controllers
lsdiag.msc	Remote Desktop Licensing Diagnoser
lusrmgr.msc	Local Users and Groups
main.cpl	Mouse Properties
Microsoft.IdentityServer.msc	AD FS Managment
mmsys.cpl	Sound Settings (Multimedia)
napclcfg.msc	NAP Client Configuration
ncpa.cpl	Network Connections
nfsmgmt.msc	NFS Management
ocsp.msc	Online Responder Configuration
perfmon.msc	Performance Monitor
pkiview.msc	PKI View	Helps to understand certificates
powercfg.cpl	Power Options
printmanagement.msc	Print Management
remoteprograms.msc	RemoteApp Manager
rrasmgmt.msc	Routing and Remote Access
rsop.msc	Resultant set of Policy
sbmgr.msc	Remote Desktop Connection Manager
secpol.msc	Local Security Policy	can also be configured via gpedit.msc
ServerManager.msc	Server Manager
services.msc	Services	Inspect services start and stop them.
StorageMgmt.msc	Share and Storage Maagement
StorExpl.msc	Storage Explorer
sysdm.cpl	System Properties
TabletPC.cpl	Pen and Touch
tapimgmt.msc	Telephony
taskschd.msc	Task Scheduler
telephon.cpl	Phone and Modem
timedate.cpl	Date and Time
tpm.msc	Trusted Platform Module (TPM) Management
tsadmin.msc	Remove Desktop Services Manager
tsconfig.msc	Remove Desktop Session Host Configuration
tsgateway.msc	Manage RD Gateway Servers
tsmmc.msc	Remote Desktops
wbadmin.msc	Windows Server Backup
WdsMgmt.msc	Windows Deployment Services
WF.msc	Windows Firewall with Advanced Security
winsmgmt.msc	WINS Management
virtmgmt.msc	Hyper-V Manager
WmiMgmt.msc	WMI Managment
wscui.cpl	Windows Action Center
WSRM.msc	Windows System Resource Manager