Over the past couple of days I’ve been spending a good bit of time building out some new custom tabs and custom objects, and I figured there’s got to be a faster way to bounce between a record and the customize screen. 

The solution that I came up with was to create a very simple web link which directs you to the corresponding page in setup. This cut my clicks from four to just one. Now that might seem like a lot but it really adds up. It's also nice not to have to think about where you have to navigate. Rather than Setup, Build, Custom Object, Select Custom Object... it's just Customize.   

If you have a fairly large monitor I also suggest launching the setup page inside the Salesforce window with the sidebar. This might seem awkward at first it makes it very easy to get back to the record you were customizing, saving you yet another click.