You can also spawn a shell, provided your particular shell is available, in another window too. I can stay entirely within Emacs if I realise, say, I need to do something en masse that's really easy with a shell one liner.

Though if I'm exploring a server problem, it's useful to know how to use vim. If Emacs IS installed, it's probably with default settings and it's easy to forget that it'll scatter auto saves everywhere by default. Especially (and usually only) when I'm behind a machine that doesn't have by Emacs set up.