Windows: If you don't have a keyboard with media keys, you may wish you could globally control your media player with some of the other keys on your keyboard. Free program MediaKeys makes it a snap, while offering some cool advanced features.
AutoHotkey wizards will note right off the bat that a simple script can give media functionality to any keys, but reader JBambrick has written a program that goes far beyond that. Not only can you assign play, pause and track skipping to one of three different sets of keys on your keyboard, but you can use the skip keys to fast forward and rewind, control the volume with your mouse, and even start your media player when you press the play key. You just set your settings, save them, and the program gets out of your way entirely unless you invoke it with a keyboard shortcut. It currently works with iTunes, Windows Media Player, Winamp, foobar2000, and MediaMonkey.
The program was written in AutoHotkey, so if you're an AutoHotkey wizard and want to tweak the settings yourself, you can do so by grabbing the source code at the download page. MediaKeys is a free download for Windows only. Mad thanks to JBambrick for putting it together!