if you want to do a few minor tweaks i would rather do it in the registry myself. why have a program do it? most won't improve performance much if at all, but its nice to get rid of the balloon tips, menu delaysmessenger etc, but those and others are simple regedits.
in fact one of the features they boast on the download page, "by selecting to keep the Windows XP core system in memory and not paged to disk " i'm pretty sure has been shown to cause data corruption on large HDD, like 80 and above, but i'd have to look it up.
imo anyway, in short, just search tweaktown or elder geek for little regedits to rid yourself of annoyances. none will give great performance gains.