The taskbar in Windows, even in mega modern Vista, has always lagged a little behind all analogues from alternative systems in basic functionality, from the dock from MacOSX, from analogues from KDE and Gnome in Linux. Let's see how you can pump up the muscles of what you have, without installing additional software.
1. Turn on the Quick Launch panel , where icons of the most frequently launched programs can be placed using the Drag-n-Drop method.
2. If you listen to music using Apple iTunes or Windows Media Player, then be sure to bring the control element of one of the players to the taskbar. Right-click on it «Toolbar -> iTunes» or etc. for WMP.
3. Create your own launch lists. I'll tell you how this is done using an example. I use a local Apache server for my needs, which is supplied as part of the Denwer package. I start, restart and stop the server like this.
On the desktop or in any other folder of the file system, the "Server" folder is set, in which the shortcuts performing the specified actions are placed.
Next, right-click on the taskbar and select «Toolbars -> Create a Toolbar…» and select your folder with shortcuts.
An item with the name of your folder with a list of server controls appeared on the taskbar. If your monitor resolution is not gigantic, then set the folder name as short as possible.
4. Enable auto-hiding of unused icons from the system area of the taskbar (near the clock) in its properties.