A week after using Windows 7 on my office laptop, I start to like the changes on Start Menu. For example, I am using Remote Desktop Connection a lot, so when I click on Start menu, I see the recent history of servers I connect to.
This is application related, it will work on Internet Explorer, Microsoft Office applications, etc. When you click on the application, you will see a small right arrow, click on the right arrow or hover over it will give you a list of the most recent history of documents you opened with this application.
Example, on my Windows Live Writer, the Recent list displays the blog articles that I am writing.