I use an old version of tweaknow called Customizer XP v1.8.5.
I use it to disable everything that isn't needed in the startup, configure the menu show delay, default is 400 I set it to 200, it makes the start menu a lil faster. Also I use it to disable NTFS Last Access Time, Disable Windows XP Tracking Features, which turns off windows keeping track of recently used programs in the start menu, Disable Outlook Express Splash screen, and disable recent documents history.
I also get rid of Fade effect by right clicking desktop and going to properties/appearance/effects.
Next I go to start/control panel/ administrative tools/services and disable and stop messenger service(disabled by default with SP2), remote registry, and remote desktop.
that's just the tip of the iceberg..
good luck