One of the neat things that was brought into Blender during the 2.5 development series were add-ons. Add-ons are a set of trusted Python scripts written to extend Blender's capabilities. They can be as small as a little script that adds a new menu or as large as a wizard that generates a landscape for you. By default, although these scripts ship with Blender, many are disabled by default. It's worth your time to go through the Add-Ons section of the User Preferences editor (FileUser Preferences or Ctrl+Alt+U) to see what's available.
If you find an add-on that you know you frequently use (like the Dynamic Spacebar Menu add-on or a specific importer or exporter), enable the add-on and include it on your startup by clicking the Save As Default button at the bottom of the User Preferences editor.