Here's a neat one I fell over somewhere on the web:
Open Regedit (WINDOWS KEY + R on your keyboard, or by clicking Start and typing on the search bar "regedit" without quotes. Hit Enter

Navigate to [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Contro l] On the right panel look for the "WaitToKillServiceTimeout" string and change it value to 1000 by right clicking the string and selecting Modify...

Default Value WaitToKillServiceTimeout=20000

Modified value WaitToKillServiceTimeout=5000
Modified value WaitToKillServiceTimeout=1000 (extreme, use it at your own risk)

I found 3000 worked nicely but try the 5000 first. 3000 does sometimes leave some programs lagging which then need a further key click.

As soon as you install Windows Vista you are bombarded by the Welcome Center that is designed to help beginner Windows users easily configure their new computer. This new welcome screen is a nice feature the first time you start using Windows vista but quickly becomes annoying.

Disabling the Welcome Center is very easy to do and can speed up your boot as well.

1. Start Regedit.

2. Navigate through HKEY_CURRENT_USER, Software, Microsoft, Windows, CurrentVersion, Run.

3. Right click on the WindowsWelcomeCenter key and select Delete.

The next time you restart the Welcome Center will be gone.

Work Vista like a pro with these shortcuts and secrets.

Dual-boot the right way. Installing Windows Vista in a dual-boot configuration with Windows XP is a great way to test the new operating system while still retaining the comfort and compatibility of the old one. But if you install Vista from within XP, the new OS is installed on a new partition with a new drive letter, typically D:. A better idea is to create a dual-boot setup by booting the PC with the Vista DVD and installing at that point. This way, both Vista and XP—whichever one you're running at the time—will appear to be on C:, not D:. Applications that automatically default to C: will run without confusion, and any you install while using Vista will show up on your primary partition.

Get network drivers that work. Micro­soft tested more than 100 XP-era hardware drivers that work fine in Vista but that are not included with the operating system for various reasons. Most affected are Ethernet cards and Wi-Fi adapters. If one of these devices doesn't work after you've installed Vista, it more than likely will if you download the XP driver from the manufacturer's site. Microsoft engineers prepared a list of drivers they found to be compatible with Vista, but the document was never posted. We've posted the list ourselves at ­WindowsSecrets.com/vista.

Edit TV shows and skip commercials. Only the Vista edition of Windows Movie Maker lets you edit Media ­Cen­ter-recorded TV shows. That means you can edit out the commercials (although you're limited to ­standard-definition television content). You can also archive your favorite shows in WMV (Windows Media Video) format, which creates much smaller files than Media Center's MS-DVR format.

Use Virtual Folders. Vista's new Virtual Folders feature has been downplayed to the point that it's almost invisible in the user interface. But it's still there and highly usable. Look for prebuilt examples in C:\Users\username\Searches. In a search window (Windows-F) click Save Search to create a search folder, such as "documents by Jack that mention the Nexus project." Your folder dynami­cally updates its view to include any such file that's added, changed, or removed.

Keep malware at bay. To get better ­security defenses than are possible in XP, leave Vista's User Account Protection enabled and select a Standard User account. You must enter an admin password occasionally, but it's worth the trouble in the interest of keeping Trojan horses and other malware from silently infecting your system. For even better security, apply Parental Controls to your Standard User account, even though you're an adult. Power users do this to get a pop-up reminder when they're about to visit a suspect Web site or run a rogue application.

Get the best 3D rendering. The new OS includes striking 3D effects. But you won't get the best rendering in, say, Vista's new chess game unless you know the trick. Click Game, then Options, and push the Graphic Quality slider all the way to the right. When you click OK, you'll notice the game instantly becomes smoother and less jagged-looking. To get the opposite effect, push the slider all the way to the left. The game then downshifts to a 2D mode that's just right for older PCs.

Microsoft have created a very handy site for the upcoming Windows Vista (see link at bottom). It has lots of tips for getting the best out of Vista.

1. If you’re annoyed by Internet Explorer’s incessant barking that you’ve lowered your security settings (like, if you’re a non-paranoid expert), launch “gpedit.msc” from either the Run command or Start Search field, navigate through Local Computer Policy / Computer Configuration / Administrative Templates / Windows Components / Internet Explorer. In the rightmost pane, double-click “Turn off the Security Settings Check feature” and set it to Enabled.

2. If Internet Explorer’s Information Bar also annoys you, you can turn it off (again) in the Group Policy Object Editor (gpedit.msc) through Local Computer Policy / Computer Configuration / Administrative Templates / Windows Components / Internet Explorer / Security Features. In the rightmost pane, double-click “Internet Explorer Processes” and set it to Disabled. Hallelujah!

3. I’ve just mentioned two tweaks that are buried inside the Group Policy Editor. Jim Allchin pointed out that there’s a Group Policy Settings Reference spreadsheet available. Makes for great weekend reading.

4. Read the Background on Backgrounds if you’re a performance junkie. Don’t set your wallpaper through Internet Explorer ever again! Now that Windows supports JPG wallpapers, there’s absolutely no need (or excuse) for using BMPs anymore.

5. If you insist on keeping UAC (User Account Control) turned on for yourself, you might care to make the elevation prompts a bit less visually jarring. Brandon told me about this one, even though I have UAC turned off. Launch the Local Security Policy manager (secpol.msc), and navigate through Security Settings / Local Policies / Security Options. In the rightmost pane, scroll to the bottom and double-click “User Account Control: Switch to the secure desktop when prompting for elevation.” Disable it, and you can keep UAC turned on without getting turned off by the embarrassingly craptacular Aero Basic theme.

6. Vista can send you emails! The Computer Management tool can still be accessed by right-clicking “Computer” and selecting “Manage” from the menu. However, now you can attach a task to any event. Try navigating through System Tools / Event Viewer / Windows Logs / Application. Now, go ahead and select an event - then look to the rightmost pane and click “Attach Task to This Event.” Name it whatever, describe it however, click through the next step, then in the Action step, you’ll see the “Send an e-mail” option.

7. The Windows Task Manager gives you a lot more troubleshooting information in Vista. Flip to the Processes tab, and in the View menu, click “Select Columns” and add Description, Command Line, and Image Path Name. Moreover, when you right-click a process, you can select either “Go to Service(s)” or “Open File Location.” These are all long overdue options.

8. This one’s interesting. Open up the Date and Time Control Panel applet. Flip to the “Additional Clocks” tab. There, you can configure two more clocks from different time zones. They’ll appear in the tooltip when you hover over the Taskbar clock. No additional software (or silly sidebar widgets) necessary.

9. Applicable in other versions of Windows, I’m going to throw it in here for good measure. Create a shortcut to RegSvr32.exe in your SendTo folder. To get there quickly, enter “shell:sendto” in the Run command dialog or Start Search field. Now, when you wanna register a DLL or OCX file with the system, you can select it/them and “Send To” the RegSvr32 shortcut.

10. I figured I’d round out my first set of Windows Vista tips and tricks with a tiny bit of eye candy. It doesn’t beat Picasa, but the Windows Photo Gallery is better than nothing. Once it’s indexed all your photos, click the icon next to the Search field and turn on the “Table of Contents.” That’s kinda nifty.

Windows Vista has built-in support for Serial ATA(SATA) hard drives, but it doesn’t automatically enable advanced write caching features. You can speed up your computer by enabling this mode in Device Manager.

You can quickly get to Device Manager by just typing device into the start menu search box. (Or from the command line, devmgmt.msc)

Open the Disk drives section of the tree, and right-click on your hard drive. Select the Policies tab, and you should see this dialog:Click the checkbox for Enable advanced performance, and you are done.