Droid Explorer lets you manage your rooted Android phone from Windows Explorer
The tools provided by Droid Explorer range from the very handy (browsing the file system, installing/uninstalling apps, backing up and syncing your data) -- through to the positively power useresque (debug console, ROM updating, SQLite exploring). Needless to say, at least half of the tools can probably brick your phone, so be careful.
You can also send SMS massages (though I didn't get this to work), capture screenshots and video (like other tools of this ilk, it's still only a few frames per second) -- and, most importantly, you can even shut down your phone! Never again do you have to click through a bunch of menus to shut down your phone.
Despite how awesome it all sounds, don't get too excited: Droid Explorer is beta software and unless you have one of the confirmed-compatible devices, it might simply refuse to work. It only half-worked with my cheap-and-cheerful LG smartphone, but it's possible that I botched one of setup steps.
The installer took a few attempts (and reboots) before it would play ball. And even then, you still need to root your phone and install BusyBox! Being able to really manage your phone from a Windows PC really makes all the pain worthwhile, though.