One of the most annoying things for me when working with Visual Studio is that CTRL-W does not close the current window. Just about every other app does it, even SharePoint Designer. WHY OH WHY?! I know I can CTRL-F4 but I have to reach an extra two inches with my left index finger to do that, and when you extrapolate that over several billion times you could have reached the moon. And by that time I'm quite certain I would have sprained something.

AutoHotKey to the rescue. It's a wicked powerful macro/keystroke recorder/automation utility, and I've been using it to "patch" keyboard deficiencies with apps I work with. For Visual Studio:

#IfWinActive ahk_class wndclass_desked_gsk
^w::send ^{F4}

It has its own comprehensive scripting language but doesn't leave you out in the cold trying to figure it out. The help file that comes with it details everything to the utmost degree. It runs in your system tray and can execute keystrokes anywhere you please or only for specific applications (such as the example above).