I got to browsing the VS2005 keyboard shortcuts again and found a new little gem I've never ever seen before.
Using Ctrl K H by default does a "Toggle Task List Shortcut" which makes a little blue curving arrow appear on your current code line within the text editor.
All very pretty I thought but what can I do with these blue arrows... it turns out that the Task List tool window adds a new Shortcuts option to the filter combo (which you can only see once you have at least one blue arrow).
Choosing to display Shortcuts in the task list shows you each line of code that is set with a shortcut and allows you to tick them off once you've attended to them, delete them and the usual double click to go to each one.
An interesting alternative to bookmarks as it allows you to quickly see a list of all your shortcuts rather than having to next/previous through them.