FreeCommander is an alternative to Windows Explorer. It allows us to work with files much faster and also offers a lot of additional features for more advanced users.
Windows 7 have a nifty feature which combines the windows of opened applications under the same taskbar button. If you don't like it you can always turn it off.
Explorer in Windows 8 is quite updated and it is as much as possible adapted to the user. They have also added the option to quickly access the Command Prompt terminal window.
If you can't copy files that are bigger than 2 or 4 GB, usually HD movies and such, on to your USB key, it's usually due to the file system the USB key is formatted to.
If you put your computer into hibernation, the next time you turn it on, you'll get all your windows and programs open just the way they were before the shutdown.