Here is a page Microsoft put up to share 80 tips on Windows.  Some are quite good:

http://www.microsoft.com/windowsxp/using/setup/learnmore/tips/default.mspx

Here is the list:

• Modify Boot.ini
• Change the Default Opening Folder in Windows Explorer
• Use the On-Screen Keyboard
• Keep Your Favorite Programs Near the Top of the Start Menu
• Change the Picture on the Welcome Screen
• Create Your Own Logon Message
• Add Administrative Tools to Your Start Menu
• Customize the Internet Explorer 6 Toolbar
• Disable Error Reporting
• Dual boot: Install Windows 2000 after Windows XP
• Specify How Folders Open
• Compress Files and Folders in Windows XP
• Add an Item to the Send To Menu
• Tune ClearType to Improve Text
• Add Fields to the Details View of Folders
• Change the Compression State of a Directory
• Change the Compression State of a Directory
• Disable the Shut Down Button on the Welcome Screen
• Schedule a Task to Defragment Drives
• Unplug Devices Before Installing Windows XP
• Going Solo?
• Unlock Toolbars to Customize Them
• Use Narrator to Navigate the Internet
• Review Upgrade Report
• Add New Programs to Your Menu Alphabetically
• Change the Start Menu Style
• Add a Picture to a Folder
• Manually Install Backup in Windows XP Home Edition
• Skip the Recycle Bin Confirmation Message
• Adjust the Vertical Space Between Icons
• Remove Icons for USB Devices from Notification Area
• Update Computer Clock Through a Firewall
• Skip the Recycle Bin Confirmation Message
• Manually Install Backup in Windows XP Home Edition
• Remove Icons for USB Devices from Notification Area
• Update Computer Clock Through a Firewall
• Create a Password Reset Disk
• Using a Folder Type as a Template
• Create Your Own Restore Points
• Access the Administrator Account from the Welcome Screen
• Auto Logon to Windows XP
• Turn on ClearType Font-Rendering Technology
• Add a Map Drive Button to the Toolbar
• Turn On the Sticky Keys Feature
• Modify Text Services and Input Languages
• Instantly Activate a Screensaver
• Turn on ToggleKeys
• Turn on High Contrast
• Manually Put Your Computer Into Hibernation
• Get Keyboard Control of the Desktop
• Activate the Guest Account
• Burn Your Own CDs
• Help Save Energy and the Environment: Put Your Monitor to Sleep
• Adjust Settings for Zip Drive
• Use the Windows Classic Look
• Move Your Taskbar to a New Spot
• Format Backup Drives with NTFS
• Open the ClipBook Viewer
• Speed up Menu Display
• Create a Keyboard Shortcut to Open a Folder
• Set Internet Explorer 6 to Run in Kiosk Mode
• A Quick Way to Get to Power Options
• Display the Quick Launch Bar
• Create an MS-DOS Startup Disk
• Modify Settings to Improve Performance
• Do Not Highlight Newly Installed Programs
• Using Your Own Picture For Your Desktop Wallpaper
• Set Your Windows So They All Have the Same View
• Check Out the Read1st File First
• Use the Address Bar to Launch Programs or Web Pages
• Use Your Keyboard if Your Mouse Goes Dead
• Add a Shortcut to Your Desktop
• Create a Personal Screen Saver
• Switch Between Users Quickly
• Use Accessibility Features
• Display Your Quick Launch Toolbar
• Add Familiar Icons Back to Your Desktop
• Display the Volume Control Icon in the Taskbar
• Ways to Delete a File or Folder