Set Add Class shortcut key in Visual Studio

Navigate to Tools >> Options >> Environment >> Keyboard, search for commands containing Project.AddClass and setup the shortcut you want

Steps to setup a shortcut

1. Search any command like AddClass in Show commands containing box
2. Select a desired command
3. Click on the blank Press shortcut keys box
4. Press desired key / key combination for shortcut using your keyboard

Also, see article Visual Studio Shortcuts and Add on Tools...

This article explains the same in more detail with some other interesting (and perhaps even relevant) points.