Ran across these couple of tips on the Internet the other day, and thought I would pass them along...
First, my own tip, make sure you have the latest video driver installed... chances are pretty good that your video card is the lowest ranked item in your preformance index, its amazing what a new driver can do for the performance and stability of your system (not always a good thing, but in general its a good idea to keep your driver updated).
Second, disk performance... Vista has advanced output caching support for SATA drives... if you have a batter backup, or are on a laptop... Go into device manager, and right click on your disks, select properties, then on the policies tab, mark the "Enable Write Caching" and "Enable Advanced Performance" options.
Lastly, I would recommend disabling the network "auto tuning" feature, its supposed to dynamically adjust the packet size for network performance, but lets face it, our home networks are not what this was targeted at. Its actually hurting your network performance, by trying to tune it... Open an administrative command prompt, and type.... "netsh int tcp set global autotuninglevel=normal"
The attached article also talks about how to disable UAP, the popup asking for administrative permission when you do a task that requires it... I run with UAP enabled, but I realize most people despise it... There is a nice tool out there... Tweak UAC to help kill the feature, if you are in need of that, this should help you get it done (http://www.tweak-uac.com/)
Great advice on the disk caching and network tuning.