Best way to implement keyboard shortcuts in a Windows Forms application?

You probably forgot to set the form's KeyPreview property to True. Overriding the ProcessCmdKey() method is the generic solution:

protected override bool ProcessCmdKey(ref Message msg, Keys keyData) {
  if (keyData == (Keys.Control | Keys.F)) {
    MessageBox.Show("What the Ctrl+F?");
    return true;
  }
  return base.ProcessCmdKey(ref msg, keyData);
}

On your Main form

1. Set KeyPreview to True

2. Add KeyDown event handler with the following code

   private void MainForm_KeyDown(object sender, KeyEventArgs e)
   {
       if (e.Control && e.KeyCode == Keys.N)
       {
           SearchForm searchForm = new SearchForm();
           searchForm.Show();
       }
   }
   

The best way is to use menu mnemonics, i.e. to have menu entries in your main form that get assigned the keyboard shortcut you want. Then everything else is handled internally and all you have to do is to implement the appropriate action that gets executed in the Click event handler of that menu entry.