- Create a New Folder shortcut using the System Preferences -> Keyboard & Mouse -> Keyboard Shortcuts panel. The system won't let you choose Command-N, but it will let you choose Command-Shift-N. Use that.
- Edit ~/Library/Preferences/com.apple.finder.plist with your favorite editor. Search for your newly added shortcut (New Folder). Duplicate the entry and rename it to New Finder Window. Remove the $ from the New Folder key. This makes Command-N into New Folder and Command-Shift-N into New Finder Window. You need to have both or Finder doesn't behave.
[robg adds: I haven't tested this one.]

