If you find that you're regularly accessing a specific pane in System Preferences, it turns out you can actually create an alias of that pane and put it somewhere for quick access. Reader eytanbiala shows us how.
I tend to turn Internet Sharing on and off a lot and was tired of having to go through the whole process of switching it off and on every time. I created a simple shortcut to the Sharing Preference pane by going to /System/Library/PreferencePanes/ and dragging the Sharing.prefpane file to my desktop while holding Cmd & Option to create an alias. Now, opening the alias goes straight to the Sharing pane and saves me lots of time.
A good place to stick this would be somewhere in Leopard's stacks, so you can get to it quickly in a click or two. Of course, remember that you can also access many preference panes by hitting option and the corresponding function key on your keyboard (i.e. Option+Volume Up will take you to the Sound preference pane).