I got a bit smarter and here's how I set up my desktop.
I have two folders created on my Desktop, one called "Software" and another called "Games". All software shortcuts go into the former, and all games shortcuts go into the latter. I then create two toolbars on my taskbar which point to those two folders, basically obtaining a slimmed down start menu which works the same way but doesn't have all the extra shit I don't need (e.g. Uninstall shortcuts, heinous list of subfolders, etc). Most used applications are also pinned to Taskbar.
So I am two clicks away from any application/game in my computer, all without having to use the Start Menu. With Win8, I actually didn't miss the start menu, I missed the taskbar and all the functionality it offered. Yes, I know it exists, but with the Windows button acting differently depending on which applications you have started and the need to press Alt+F4 to make sure an application is closed, it was diminishing my performance.