This nice trick was published in TechRepublic Windows XP Newsletter. If you are a command prompt fan, this might be new to you. You can have UNC path of a mapped drive included in C:\ prompt.
Go to System Properties (Windows Key + Pause is the quickest way), Advanced tab, Environment Variables then add a new variable to System Variables with a name PROMPT and value of $m$p$g.
You probably know that you can use Tab key to complete folder and filenames in command prompt, but it won't hurt if write it down. You have to go to registry and set the CompletionChar key in \HKEY_CURRENT_USER\Software\Microsoft\Command Prompt to value 9. Works like a charm.