Many people are familiar with the handy Open Command Window Here powertoy for Windows but did you also know that there are Visual Studio Add-Ins that do the same thing right from inside VS.
If you are using Visual Studio 2005 check out Cool Commands 3.0 for Visual Studio and if you are using Visual Studio 2003 check out Solvent. To use them you right click on your project and select the Open Command Prompt here option and you get a command window in the same location as that project.
While I am on the subject of developer tools I should mention that I will be presenting on Rhino Mocks along with a bunch of other talented developers at the Edmonton .NET User Group October meeting this Monday.