On my windows XP machine, I use the hibernate mode instead of shutoff. It takes aboiut 100meg but it's worth it.
Now when I press the power switch on the case, the OS stores everything to disk, and then turns itself off.
When I press the power button again, the machine goes through all the bios stuff and loads the OS state back onto memory.
It was much faster since the OS did not have to go searching through the disk to find TSR and OS process, thus reducing disk access time.
Since the DISK time is the biggest bottleneck on todays computer, the computer boots up muc faster.
I shaved about 10sec off boot time.