You're right about CTRL-ALT-Delete, the problem is that users are terrible at remembering to do so without being prompted. I created a Windows XP phish-login box back in the day, that simply took you right to the login box without prompting for the key-combination, and nobody found it (and happily entered their credentials).

Any system that relies on humans to do the right thing is doomed to failure. Even something as trivial as hitting three keys each and every time they login; part of the problem with it is that it is so inconsistent (i.e. different Windows machines either do or do not prompt for the key-combination based on their configuration, so users have a mental model of skipping it).