Using Drush without typing drush every time
This functionality was added in 2010 and removed in 2012. "By the book" way is to use bash with bash completion and optionally bash aliases. Or you can wrap it into a simple php / bash / c program that will automatically prepend drush -l $yoursitename to everything you write and execute the result, and use that as your small simple shell. But you would give up bash completion then.