Something I just discovered today was VMware player's "unity mode" which allows you to run applications of the guest OS on the host desktop.
You need to install the VMware tools in the Linux VM but once you do it's pretty easy to switch to unity and you have access to the Linux start/application menu.
Of course if you know Linux you can do a similar thing with an X server on windows but this was simpler to setup and felt slicker.
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