Some more:
Windows Optimising
http://www.xteq.com/
Xteq Systems XSetup. Gives easy access to many different Windows settings (many of which you can access without the prog, but it makes it easier)
http://www25.brinkster.com/chirisoft/speedxp.htm
SpeedXP. Speed up WindowsXP by optimizing file system / Cache and network settings.
http://www.freshdevices.com/freshui.html
FreshUI. Windows tweaking software.
Registry Tweaking
Probably wise to have a 'Use at own risk' kind of disclaimer here, so consider yourself warned
http://www.majorgeeks.com/download.php?det=2048
RegScrup XP. Scrubs your reg
http://personal.inet.fi/business/toniarts/dwnloads.htm
Easy Cleaner searches for and removes registry entries that point nowhere. This can speed up your comp (but it's wise to make a backup before just deleting registry keys)