Since I'm ever-so-slightly geeky I simply love the MuvEnum Address Bar. I lost the default address bar in XP after I installed Service Pack 3 so this shell extension came in very handy.
The MuvEnum Address Bar has a short but interesting history. MuvEnum's developer, John, read posts in this Microsoft forum from XP users complaining that the address bar in XP Service Pack 3 was missing. A Microsoft rep chimed in to announce the address bar had been removed from SP3 over "legality issues". John replied that he would make his own replacement for the address bar - and, incredibly enough, no one from Microsoft argued with him.
The replacement he created is freeware without any ads or nags - a complete and perfect address bar like the one you used to have in XP SP1 and SP2. The MuvEnum Address Bar uses a classic installer to configure itself and doesn't use any processes - it's not software but a shell extension, so it's always there when you need it.
If you haven't installed SP3 yet but are about to, download and install the MuvEnum address bar first. Since SP3 will remove the address bar from sight, undock it so it sits on your desktop right before you reboot to complete SP3 installation, then simply redock the address bar after reboot.
All kinds of options...
The MuvEnum Address Bar has really got it going on: there's a light gray button to the right of the address bar's "Go" arrow that you can click to configure it. You can choose to show or not show the "Go" and "Options" buttons, to enable Inline AutoComplete, to use a Global Hotkey (MuvEnum is mapped to Ctrl+Shift+A by default), and to make it check itself for updates. There's also an option to clear the address bar's history, which is handy for people who don't want anyone snooping.( What does MuvEnum do? )