Stolen from a post in another forum. Lots of good reading here.

Disable Indexing Services
http://www.tweakxp.com/tweakxp/display.asp?id=1335
http://mywebpages.comcast.net/SupportCD/OptimizeXP.html
Indexing services is a small program that hogs HUGE amounts of RAM and can often make a computer endlessly loud and noisy. This system process indexing and updates lists of the files on your system, so you can search for them quickly, but it's completley unnecessary.
To disable it, go to the Control PANEL and click Add or Remove Programs. Click the Add/Remove Window Components. SIMPLY untick the Indexing services and click Next!
Go into "My Computer", right click on all your hard drive partitions one at a time, left click "Properties". Uncheck "Allow Indexing Service to index this disk for fast file searching". Select "Apply changes to subfolders and files". If any files can not be updated select "Ignore All".
===================================
HOW TO: Set Performance Options in Windows XP
http://support.microsoft.com/?kbid=308417
=====================================
How to Disable the Find Fast Indexer
http://support.microsoft.com/default.aspx?scid=KB;en-us;q158705
8. THE TRUTH ABOUT FIND FAST
http://www.remainsecure.com/whitepapers/hacking/mshidden.htm
=====================================
http://www.help2go.com/Tutorials/Protect_Your_PC/System_Changes_to_Foil_Hackers_and_Browser_Hijackers.html
2. Disable the POSIX and OS/2 Subsystem.
6. Disable the Guest account
7. Set the Hosts file to read-only to prevent name hijacking.
=====================================
Application Slow-Downs in Windows XP
http://www.scotsnewsletter.com/47.htm
=======================================
Not networking, this will help.
1) Control Panel -> Internet Options
2) Connections tab
3) LAN Settings
4) Uncheck "Automatically Detect Settings"
=======================================
http://www.technobabble.com.au/technobabble/html/tweaks/access.htm
http://www.tweaktown.com/document.php?dType=guide&dId=145&dPage=3
Just like Windows 2000, Windows XP still fails to set the DMA mode correctly for the IDE device designated as the slaves on the primary IDE and secondary IDE channels. Most CD-ROMS are capable of supporting DMA mode, but the default in XP is still PIO. Setting it to DMA won't make your CD-ROM faster, but it will consume less CPU cycles. Here's how:
Open the Device Manager. One way to do that is to right-click on "My Computer", select the Hardware tab, and select Device Manager.
Expand "IDE ATA/ATAPI Controllers" and double-click on "Primary IDE Channel".
Under the "Advanced Settings" tab, check the "Device 1" setting. More than likely, your current transfer mode is set to PIO.
Set it to "DMA if available".
Repeat the step for the "Secondary IDE Channel" if you have devices attached to it. Reboot.
Enabling DMA in XP
http://www.blackmaxpc.com/Guides/DMA.htm
http://www.xtremepccentral.com/foru...9/2002/05/1/885
http://www.microsoft.com/hwdev/tech/storage/IDE-DMA.asp
http://www.cdrlabs.com/phpBB/viewtopic.php?t=7625
http://www.optorite.com/manual/English/manual/dma.htm
Problems enabling DMA in XP
http://www.cdrlabs.com/phpBB/viewtopic.php?t=6645
http://www.compguysinc.com/techweb/hardware/dma66.shtml
http://www.windowsxpatoz.com/cgi-bin/performance/index.cgi?answer=1036284156&id=1036282433
If the computer persists on having only PIO after reboot even though the hard drive is a flashing super-duper ATA133 and transfer mode set to “DMA if available”, then you have to do the following:
Remove the primary device in the device manager and reboot! Voilà, now the harddrive should be running in DMA mode.
Repeat on the secondary IDE channel if necessary.
=======================================
Disable XP support for zip files
http://www.quake3world.com/ubb/Forum2/HTML/022654.html
http://www.technobabble.com.au/technobabble/html/tweaks/access.htm
Windows XP has built-in support for .ZIP files, so that you can view them as normal folders. However, the system uses a sizeable portion of resources doing this, so disabling this feature can increase performance. It's easy to do, you just have to un-register the zipfldr.dll, by going to Start -> Run... Copy & Paste > regsvr32 /u zipfldr.dll < , then PRESS Enter. You should see a message telling you the command was succesfully applied.
========================================
SECURITY
http://www.quake3world.com/ubb/Forum2/HTML/022654.html
Disable uPnP!
Download this to disable uPnP, a very DANGEROUS service to have running on your pc.
http://www.microsoft.com/Downloads/Release.asp?ReleaseID=34951
=========================================
MEMORY PERFORMANCE TWEAKS
http://www.tweaktown.com/document.php?dType=guide&dId=120&dPage=5
http://www.windowsxpatoz.com/cgi-bin/performance/index.cgi?answer=1036284180&id=1036282433
http://www.tweakxp.com/TweakXP/display.asp?id=1509
These only apply if you have over 256 mb, otherwise just skip this part.
Disable the paging executive
In normal usage, XP pages sections from the kernel core and drivers in memory to disk. We can stop this happening and keep the data in RAM, resulting in improved performance.
Run regedit.exe ( Start > Run, type in regedit & press Enter)
Navigate to HKEY_LOCAL_MACHINE/SYSTEM/CurrentControlSet/Control/Session Manager/Memory Management/
The setting we want to change to disable the ’Paging Executive’, as it is called, is called DisablePagingExecutive. ChangGood find!  Definitely one for the FAQs.I should really try some of these , might get a few Extra Frames.

I find people complaining about Index.dat Funny, most people only complain because theres Certain sites they Shouldn't be on in work especially, Its a Great Admin tool, its easy to get on XP tho, its just a Hidden, System file

And home users Are Bliss Fully ignorant of it Existence, Till some one go's and tell them , and then they get all paranoid and start downloading all that make your computer Private CRAP and then Suffer something fierce. Quote

Good find!  Definitely one for the FAQs.