I did have some rather unusal issues, though I was able to work around it.
With Zone Alarm, or Norton Internet Security's firewall installed (running or otherwise) it would take quite awhile to start up.
Use nVidia's Firewall, or the WindowsXP integrated Firewall and it starts up immediately IF SpeedFan is not set to start up minimized, if I set it to start up minimized it goes back to taking a long time to start up.
For now, I'm just using nVidia's Firewall, and so long as I don't set SpeedFan to start up minimized it works fine.... not a big deal, as it's merely one click to minimize after bootup.
If you don't want to deal with that, you could always use Gigabyte's C.O.M, but that's not exactly convenient for a single system. Their EasyTune5 software should work fine though, it provides voltake/temp/fan monitoring along with it's overclocking facilities and you can set it to run quietly in the system tray on bootup.