Mac OS X: While it isn't that hard to get to your Mac OS X System Preferences, they're not all that handy either. MenuPrefs is a free menubar app that adds a list of all your system preferences to your menubar for easy access.
Installation is very simple. Once you download the app, drag it into your Applications folder and launch it. You'll quickly see a monotone control panel icon in your menubar. Clicking it will provide you with a list of all the System Preference options as well as preferences for the app itself. In MenuPref's preferences, you can customise the list of system preferences to change the order or omit anything you don't want. You'll also find a checkbox to let you start MenuPrefs at startup, which is something you should enable if you want to keep using it.
MenuPrefs is free, although when you launch you'll be prompted for a licence. The free licence is available on the MenuPrefs home page so registering just requires a little bit of copy and paste.
While I'm a big fan of menubar apps (which you can probably tell since they don't all fit in the above screenshot), I prefer launching things with the keyboard. I think MenuPrefs would be a lot more useful with a keyboard shortcut, but Quicksilver provides quick keyboard access. So if you'd rather launch individual system preferences (or anything else, for that matter) with the keyboard, you may prefer just using Quicksilver.