(Note: this was only tested on Windows 7)
Sometimes you may want some sort of window, like in Mac OS (X) for your applications, but can’t always find one.
Sometimes you might try to move around a window, but there isn’t enough room for the cursor on the taskbar
If you click the upper left-hand corner of a window, a little dropdown window should come down that allows you to:
Restore the window, Move the window, Resize the window, Minimize it, Maximize the window, and a few other things based off which application it is.
Note that this does not work on Office 2007 (and presumably Office 2010) due to the ribbon.
It can help if you have trouble with the accuracy of clicking the exit button, or are afraid (after clicking it once already) that it will close a window behind it.
Similarly, (at least in KDE 4), some distributions of Linux have a circular button that achieves about the same purpose, but have more power; it can hide the top bar that it’s in, make the window fullscreen, and a few other things.