I first started developing Windows Phone applications by just hacking around. I didn't read any books or watch any videos. I just started writing code.
After becoming more serious about Windows Phone development I started digging into articles, books and other resources. Here are some great shortcuts I learned along the way, all I wish I would have known about sooner.
My Favorite Hotkeys
PAUSE/BREAK - Enable Hardware Keyboard
I wish I knew about this sooner. Clicking to type on the emulator is very painful if you want to type more than just a few characters. Just select the textbox and hit the
PAUSE/BREAK key on your keyboard and start typing.
ESC OR F1 - Back Button on Phone
Pick your poison, both accomplish the same goal. Navigating between pages in your application is a very common thing to do. Save some additional time by using the keyboard instead of having to drag the mouse down to the back button.
F2 - Windows Button
This will save a lot of time during the testing of your application. Testing the activated and deactivated events of your application is much faster with this hotkey.
These are just the shortcuts I use most often. Depending on the type of application you are developing you may have a set you use more than this. For additional checkout MSDN's documentation on Windows Phone Emulator Shortcuts.