The Admin Menu module is one of the first contributed modules I install whenever I set up a Drupal site. I don't know how I ever lived without it.
It adds a simple, small (but complete!) set of menus to the top of each page in your site - visible only to administrators (or whichever roles you've given permission). It makes it incredibly easy to add new content, check your logs, and update module settings.
Unlike some menu modules, it's very responsive - downright zippy, in fact.