Ctrl+Shift+T opens the last closed tab
Ctrl+Shift+T would open the last closed tab. This mirrors the behavior of Chrome and other web browsers. I've found this shortcut uber helpful when doing web development and now find myself hitting it in Visual Studio when I closed a tab I didn't mean to.
Brian U commented
Seems like such a small thing, but would make life so much nicer when you accidentally hit the X. :(