In almost all my projects I use Kontakt.
And I almost always use more than one instance of Kontakt within the same project.
Every time I want to create a new instance I have to go through the Insert menu -> Soft Synth -> VST2 and look for Kontakt among all other synth.
I wonder if I can have a shortcut for Kontakt (or any other favorite synth) in just one click?

Try using a track templates.
 
To create a keyboard shortcut to load Kontakt would require something like autohotkey

I think scook's solution is the most convenient, because then you can have the synth, outputs, etc. already set up.
 
But you can also go into plug-in Manager, and under properties, but a space in front of the name Kontakt. Then it will pop to the top of the instrument list.

Or create a custom project template. My template contains three instances of Kontakt, other soft synths and effects I regularly use, custom Screensets, custom track/bus icons, custom track/bus colors, etc. etc.   

Or put your 3 Kontakt tracks in the 'Normal.cwt' template and set Sonar to start with 'Normal'.
 

Or perhaps create a shortcut for your custom project template on the desktop and assign a desired keyboard shortcut to the shortcut icon (right-click it and access the Shortcut tab).

Or exclude all your plug-ins except for Kontakt 

Template is the quickest, and simplest way to go. I have one for all genres with all the appropriate drum kits and instruments and audio tracks ready to go as soon as I load the template. Off and running in seconds!