Did you know that there is a shortcut to open certain panes in System Preferences in OS X?
If you want to open the Sound-Pane in System Preferences then try this key combination:
⌥ – any of the keycaps to modify the volume on your Mac
The same goes for the Monitors-Pane:
⌥ – keycap to increase or decrease monitor backlight
Just a quick tip for the impatient. 
Works in 10.5.x and 10.6.x.