There are third-party shell customisers and alternative file managers that will give you a normal menu without registry surgery, and some of them are genuinely nice.
I'd still be conservative about what you install into explorer.exe on machines you support at a distance. Anything that loads into the shell can also take the shell down with it, and "my desktop keeps flickering and I can't open anything" is a far worse support call than "the menu has two steps". For relatives: Shift first, registry key second, extra software a distant third.