(Even when I know hordes of others have documented this tip elsewhere in the Internet, but it's easier to record here for future reference).
Windows Explorer by default launches up with its directory view pointed at My Documents. This somewhat makes the specific My Documents folder on the desktop pointless. My preferred view since Windows 95 has always been the overview of my system drives, aka My Computer.
Instead of the usual explorer.exe command line, use the following to get WE directed immediately to the My Computer view.