Take control of what runs at startup
I get all kinds of junk running in the background of my machine. Sometimes it's utilities that come with new hardware. HP and Creative really irritate me in this respect. My printer and soundcard are responsible for at least 10 programs that ended up on my machine because I didn't pay attention to what I was installing when I did a full install along with the drivers.
Add on top of that how many different Shareware programs I've tried that come bundled with spyware or other stuff that wants to run in the background. You can also expect this stuff to come along with free online games and cheesy screensavers. You might find it easier to install SpyBot or AdAware if these are the source of your problems.
Another annoyance is poorly written un-install routines. Some programs forget to clean up executables, others take away their code but forget to take away the references to that code in the start-up configuration. Then you get error messages that say the program cannot be found when you start up.
When the computer starts running slow, here's what I do to get it all cleaned up. If you give this a try, be careful and don't do anything here if you don't understand it. I am not responsible if you break your machine. These directions apply to Windows 2000 and XP
1. Clean up the "Startup" group. I go to "C:\Documents and Settings\All Users\Start Menu\Program Files\Startup\" and clean house. If I don't recognize it, I disable it. If I have problems later, I put it back. The trick is to right click on the bad ones, choose "Properties", Choose the "General" tab, and check off the "Hidden" box. That stops it from running at startup, but I can just uncheck "Hidden" if I realize I need it later. It also helps prevent things from coming back when I don't want them. If a program insists on putting itself there, the hidden shortcut is there when it checks again later. But it doesn't run at startup.
2. Repeat step 1, but go to the startup group for your username. Replace "All Users" in the path above with your username.
3. Advanced users only - Clean up the "Run" group in the registry. Run the registry editor and go to HKLM\Software\Microsoft\Windows\CurrentVersion\Run and clean house. This time, you can't just mark stuff as hidden. For that reason, I recommend you backup that key before you delete anything. I also recommend you find out what the stuff is before you delete it. This is an excellent page that describes the most common ones: www.lafn.org.
4. Repeat step 3, but go to HKEY_CURRENT_USER instead of HKEY_LOCAL_MACHINE.
This can be done a little easier if you can get a copy of the old utility that used to come with Windows 98 - msconfig.exe. Last time I checked, you could download it here: http://www.techadvice.com/. Microsoft brought it back for Windows XP. No download needed. Click Start, Run, and type msconfig in the box.