Start > Run > type in "msconfig" (no quotes).

Check under the 'Startup' and 'Services' tabs. That's where the culprits are. You don't wanna mess with anything else.

To be safe, any programs or services you can't identify or anything marked as being from Microsoft, should most likely be left alone. If you can identify what they are by their file name, file location, or Service name, and you know you don't want them running all the time, you can unselect them.

Typical culprits for me are the itunes helper, Real media player, Adobe Acrobat reader, CD burning software, webcam/mouse/keyboard software, Messenger programs...

Removing these things stop them from loading at bootup, but unless you're low on RAM, you might not really see much of a tangible performance gain. But I like knowing that my bootup is clean and efficient nonetheless.