Keyboard Shortcut of the Week

While this isn't a shortcut specifically for Adobe Premiere Pro, it does apply to every version of Windows since 3.1.
By holding down the "ALT" key and pressing "TAB", you can automatically switch to other open programs on your Windows computer. If you have several open at the same time, repeatedly pressing the "TAB" key will allow you to cycle to the program you wish to switch to.

This comes in very handy when for example, you need to quickly switch between Premiere Pro and Adobe Audition.