I've written a very simple PowerShell Script to connect to the following Microsoft Online Services from one Powershell Window:

Office365 Admin Center
Exchange Online
Sharepoint Online
Skype for Business
Security and Compliance Center

You can find the Script here:
https://davidatkin.com/blog/powershell-script-connect-microsoft-online-services-office365/

I know there are alot of these scripts out there but thought I would Share it anyway.
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