1. right click on any icon in the dock and then invoke multiple Exposé, Spaces and Dashboard keyboard shortcuts. then when you close the right click menu they all activate.
2. take a screenshot with apps open and then set it as the desktop background with no windows on the screen. 😛
protip: hide the dock, move all files and folders on the desktop to another folder and hide the hard drives in Finder's preferences, if using Leopard set the menu bar to opaque and remove any animated menu bar icons, so pretty much anything that will give it away at first glance.
3. open Terminal and run "yes > /dev/null & yes > /dev/null". this is an infinite loop and uses 100% of the CPU's core (why its needed to be run twice) and then close the Terminal window and switch apps. your buddy will wonder why his fans are on full blast! to quit the two Yes processes press "control-C" while in Terminal and then type "killall Yes".