There is no faster way, there has to be some way to tell the computer you want to switch users (WINDOWS-L).
Then you need to choose which user you want.
Then you need to authenticate (unless you remove the password).
There's absolutely no quicker way to do this other than just using a single account. What steps could be removed, you will still have to select the account and type in a password. You will still have to activate some change user window.
Maybe if you just each want your own desktop you could get a windowing program (makes multiple desktops which each hold their own windows. Here's one http://virtuawin.sourceforge.net/