To be honest, I’ve never liked the start menu, or the desktop. If you have tons and tons of things installed you often find they can be far too cluttered. I would rather type a filename, and possibly a path if the appropriate environment variables haven’t been set, than go through 350 shortcuts to find what I’m looking for.
Even back in the XP days when there was no menu search facility, I preferred the Run method, though sometimes if I knew exactly what I was looking for and I was sure I could get to it quickly (such as start, s, enter for Skype), I would use the start menu. But ever since the start menu changed in Vista, I never touched it again. Far, far too cluttered, and in my experience, the search feature was completely useless, hence the reason I’ve removed it from the Windows Features. It’s completely gone downhill.
Again though. Each to their own. I can certainly understand the appeal if you know there are only a select few programs you use on a regular basis and you do a shortcut cleanup, but I run what I need, when I need, and can’t say for certain that I use anything more than the other.
Especially now I’m starting on mainstream software development toolkits I’m becoming more and more familiar with the command line every day, so the run dialog seems trivial now, in comparison. I also find that the path environment variable and symbolic links are also rather helpful. They take a bit of grasping and setting up, but I so love Win+R, docs, enter to get to the My Documents folder!