When I want to debug I have to do Debug->Attach to Process -> Look for a process in the list -> Attach.
I was wondering if I can create some kind of a shortcut to
You can use the Alt key shortcut ALT+D,P to launch the "Attach to Process" window via Debug menu.
Once there, you can use your keyboard to search the list of Available Processes (e.g. type "w3wp" if you want to attach to an IIS app pool)