While registry editing can give small benefits, it's a really risky business.
If you want to try it out, you can download the trial of tweak manager (google it) it has some typical tweaks I like to do.
One very cool tweak is windows folder response time i.e. how long it takes for your start menu etc. folders to open when you hover the mouse over it. The default delay is 400ms, I like to set it to zero. That way the folders open instantly when I point the mouse on it.
WARNING! [/COLOR] Editing registry _IS_ risky and if you make a mistake you can render your computer useless. Experiment at your own risk.
However if you follow instructions to the letter or use a manager, you can get benefits.
For anyone who would like to try it out, open regedit -> browse HKEY_CURRENT_USER\Control Panel\Desktop and search the value "MenuShowDelay" yours will be "400" and you can tweak it any value you like - just do not increase the time or your browsing _will_ get mega sluggish. I set the value always to 0.
The change will take place after reboot and you can enjoy megaresponsive folders.
Another nice one is increasing the session number on internet browser connections. You can considerably speed up your browsing experience by increasing the value from 2 to 10.
Third tweak is enabling http pipelining and disabling ipv6 support in Firefox. Makes for much snappier FF.
Fourth tweak you can do straight in network connections / tcp/ip. Disable QoS. It's not needed for normal use and it takes a few percent overhead from your connection.
The list goes on, you can tweak startup screens, IE backgrounds etc etc.