Some cool system tweaks and tricks can be found here. Here's the list:

(I've highlighted the ones I liked)

Unschedule a chkdsk
Open Registry Explorer with a folder tree by default
Customize shell icons
Disable all shutdown options
Make My Computer useful
Some Morpheus settings
Boot faster
Make your caret bigger
Add extra elements to Add/Remove Windows Components
Disable balloon tips in Windows XP
Optimize NTFS performance
Change the Internet Explorer search engine to Google
Open all folders in explore mode as default
Add "Explore from here" to a folder's context menu

Enable full privilege auditing
Protect your Event Log
Start your desktop as a separate process
Kill hung processes when logging off
Disable ICQ Auto Update
Give Windows a totally different look
Transform bitmap icons into thumbnails
Iconize your taskbar
Restrict access to Internet Explorer options (Part 2)
Restrict access to Internet Explorer options
Control the recent documents menu
Prevent changing file associations in Explorer
Automatically clear Internet Explorer Cache on close
Speed up Internet Explorer
Enable AutoCompletion in Command Prompt
Disable automatic sharing of hard disks on NT/2000
Clear the Start / Run history
Add options to the Start Menu Properties dialog
Add options to the Folder Options dialog
Open unknown filetypes with notepad as default
Put History on your desktop
Show extensions of .lnk and .pif files
Enable emergency reboot on NT/2k
Add command prompt in every folder's context menu