Keep your Windows registry clean and up to date with RegSeeker. It scans your computer and then scans your registry for obsolete entries or incorrect entries. I run this along with CCleaner once a month to keep things lean on my computer.
After running the registry scan it lets you delete all the entries and creates a backup file you can run by itself incase you need to restore something it deleted.
CCleaner is a program that I use that is free that does what the name implies, it removes the crap on your computer. I run this about once a month to keep XP clean and running quickly.
Autoruns is a super lightweight application that allows you with a click of a button to enable or disable something from the Windows Bootup. This is great for a new computer when you are trying to clean things up. Unfortunately most of the things that slow my computer down are required to run by my company so not much I can do but I use this application all the time on other peoples computer when they are complaining about poor performance.