Rick Minerich has a great little post about how he uses Executor to get to his FogBugz cases quickly. Executor is a flexible tool that adds lots of functionality to the normal Windows run command window.
Call up Executor by hitting Windows-z. To set Executor up to go directly to FogBugz you'll need to set up a keyword. Launch Executor and right-click on it to choose "add keyword" from the menu. Or you can type in "-key" into the command box to get to the keyword interface. Once there right-click where the keywords are listed and select "Add..." Choose a title for it, and in the Command box directly below the keyword paste the url of the case or filter you want to be able to go to.
This can be done even more quickly by typing "-a [name of command]" to have Executor take you directly to the keyword page with the keyword title already filled in. There are lots of nicely thought out touches like this in Executor.
I set up a filter in FogBugz that shows me "All open cases assigned to me." I ran the filter, copied the url, and then pasted that into the command line of the keyword interface as described above. I named it FBME (Executor doesn't like spaces in the keyword). Now I can hit Windows-z and then type FBME and it immediately runs that filter and shows me the cases I want. You could do this with any filter or even with specific cases.
I've scarcely looked at all the options Executor has, but there are a lot of them. I've had Executor setup to work with my FogBugz install for about ten minutes and I already love it!