Two quick tips

Via the .:Computer Defense:. blog: the Windows command prompt has a history feature: just press F7 in a command window.

One of the great features of Firefox 2 is the session saving (I know, there were extensions before that to do the same thing, but they somehow never worked for me). If you want to activate it for every start, not just when Firefox crashes, go to Edit -> Preferences (or Tools -> Options on the Windows I think), Main -> Startup and set When Firefox starts to Show my windows and tabs from the last time. (Via Otaku, Cedric's weblog and MozillaZine)

Update: Thanks to Andy for the tip: there are a lot more hidden features of the command shell which make it a lot more bearable. For a complete description check out The Windows NT Command Shell if you have some time on your hand and/or wish to make your immersions in the command line world more efficient.

Update to the update: the shell has an emulation layer for DOSKEY, which means you can use all of its features without having to run unsupported 16 bit code!