By default, Windows' Control Panel broadly groups its options, tucking the nitty-gritty stuff you might be looking for into very general categories. You can, however, create a shortcut that lists all your Control Panel options in one list.
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If you're regularly digging into Windows' Control Panel and Administrative Tools to tinker with your system, or a friends', the How-To Geek has quite the time-saving tip for you. Both Windows XP and Vista have a built-in tool that lets you cherry-pick the tools you regularly use—disk management, user/group control, services, and the like—and pack them all into a custom panel. You can place a shortcut to this panel anywhere you'd like, and you can even add in links to helpful web pages or folder locations. Pretty handy stuff for professional sysadmins, or those folks regularly putting on their fix-it cap.
The Simplehelp blog posts a Windows customisation idea that's easy for anyone to make and potentially really helpful to anyone who does regular system tweaking. By simply dragging the items from your Control Panel that you actually use into a new folder with a familiar icon, you make a no-nonsense Start Menu shortcut that's easy to access. Hit the link for detailed instructions and screenshots, and note that the instructions should work for Windows XP as well, despite the post title. How to create a custom Control Panel for Windows Vista
Windows only: Visual Controls is a super-tiny, stand-alone application that does just one thing—modify which applications can show icons inside your Control Panel—and does it very well. The changes you make are instant and permanent, so even if you only download Visual Controls just to get rid of the ubiquitous QuickTime button and then delete it, it will have been worth your time. The program, however, can also make a nice addition to your thumb drive system-fixing tools. Visual Controls is a free download for Windows systems only, and requires the .NET 2.0 or higher framework. Visual Controls
Linux only: Control the volume of individual Linux applications and other sound-producing items with PulseAudio Volume Control, a free download for Linux systems. That in itself is a pretty handy feature, given how often many of us watch and listen to streaming, Flash-based media, but PulseAudio's volume control applet remembers your settings when you log in, lets you kill sound support to particular apps, and control microphone and other input volumes in a similar manner .The Volume Control applet requires use of the PulseAudio sound driver, enabled by default in Ubuntu 8.04 (now in beta) but installable in nearly any Linux distro. PulseAudio Volume Control is a free download, available in source packages and in some repositories; hit the via link for the Ubuntu installation line. PulseAudio Volume Control
Windows only: Add any program on your system to your Windows Control Panel with YourCPL, a two-file utility that lets you put some of your more handy system tools into one place. YourCPL is actually two files, a text configuration file and a system-tweak you place in your "System" or "System32" folder. Add the paths to your programs in the configuration text, and they'll show up in Control Panel (but only on the first screen if you're using "Classic View.") YourCPL obviously requires a little digging to get in place, but you won't have to worry about borking your registry to do so—if you mess up, no harm, no foul. YourCPL is a free download and works with all versions of Windows. YourCPL