personally i find 99% of "tweaks" unnecessary at best, and at worst downright dangerous if you dont know exactly what youre doing.
Unless you know exactly what results you are going to achieve by "tweaking" your system AND you know how to fix it if things go wrong, then i would say dont bother. XP comes pretty nicely tweaked out by default.
One sensible way of reducing your PCs overheads is to check out
black vipers services configuration. Again, care is needed so read through each item carefully and find out if it can be safely disabled, if so then go for it, you will see a noticable difference in the way your PC runs.