The My Menu feature that is found in select Nikon DSLR cameras, allows you to quickly jump to your frequently used settings. You can select up to 20 items for inclusion in your My Menu list, including shooting, playback, set-up, custom settings and retouch menu items. In the Custom Settings, you can set up the camera so that when you press the Fn or Function button, you're brought straight to the My Menu for faster access. Check your camera's user's manual to see if your camera offers this feature and for the exact steps in setting it up.
Camera Tips: Using the My Menu Feature of your Nikon DSLR
Sara Wood explains how she uses the My Menu feature on Nikon DSLRs