1. Open the start menu, hold ctrl+shift, click the "power" button. A context-menu appears which lets you kill Explorer (explorer.exe).
2. Click on taskbar, press alt+f4, "Shut Down Windows" dialog appears. Holt ctrl+alt+shift and click "cancel" to kill explorer.exe
Anyone else know of interesting hidden shortcuts (not necessarily to kill explorer.exe)?
Ctrl+Shift+Click (and sometimes just Shift+Click) works all over Windows Explorer to provide extra context menu options. For example if you Shift+Click on a jumplist program item, you'll get more options on that menu as well (Run as admin (Ctrl+Shift+Click on the taskbar icon to invoke this as well)).
There's even more new in Win8 (I don't have Win7 handy to test on, not sure if these were in there too): Shift+Right-cclick will give you 'Open in new process' and 'Open command window here.'
Edit: Thanks SquareWheel - you're right only Shift is needed for 'Open Command window here' and some other options.