I recently started using the the Address toolbar on my desktop. You can go to web sites, locate files or servers and use it just like the run (which I still launch by habit alot with Windows Key + R).
If you have the address bar on you task bar, you can get the focus to it by going to the desktop (windows key + D) and Tabbing to it. If it is on the top part of your task bar (shown below), then it is usually only two tab clicks away from the desktop ... very nice! Now with slickrun and the address toolbar I can do more faster :)

How to add the address tool bar to the task bar
To add the Address Bar to the task bar, right click the task bar -> Toolbars -> Address