Windows: There's a certain hierarchy to how you can close Windows apps, including the polite "File->Quit" menu option and the more thorough "End Process" in Windows' task manager. SuperF4, however, is like DDT for apps you want gone right away.
What's the advantage over the reliable Task Manager method? For one, SuperF4, which resides in memory as a background application, is quicker to fire off, especially if your system is herky-jerky and getting to Task Manager is slow going. Secondly, it doesn't ask you to confirm that you really want to end this program or process—hit Ctrl+Alt+F4, and the currently focused program just gets terminated, no questions asked. Hit the Windows key and F4, and you get a familiar skull and crossbones icon to click on a specific app to kill out. Finally, the developer notes that his app actually pull the plug on most apps, whereas Task Manager "only asks the program to quit, and lets it decide for itself what to do".
SuperF4 is a free download for Windows systems only. Looking for a no-software solution to unsteady applications? Try a previously mentioned script shortcut. Want to beef up your Task Manager with real program-killing power? Try Lifehacker favourite Process Manager.