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Great links ShagDevil! That Task List link was great. DeadAddict, BlackViper's page is always a good link. That guy is knows his stuff.
Here is another one I have used a great deal:
http://www.annoyances.org/
It has lots of tweaks and other ways to improve your system.
Keep the links coming, this could be a very nice resource for the Windows Security form.
I tweak my XP Pro as a game machine... turn off all unused services, cache settings etc.. through literally 1 click of a button. The program is called "GameXP" and it's FreeWare. It makes your system perform like a Porsche. The other program offered there is called "SafeXP" and it's great as well... helps secure your XP box. Damn nice too. Even has options to help prevent DoS attacks (Syn) and stuff like that. I highly recommend both of these free pieces of software -> http://www.theorica.tk