I've been a fan and user of this guy's Tweak Guides for years now and my windows XP is nicely optimised and customised to my liking with the help of his Windows XP guide. He has finally after months of work finished his Windows 7 guide. I can't recommend it highly enough if you want to understand more about windows and get more from your PC. I might even pay for the deluxe version ($4.50) after Christmas as a way of thanking him.
All his Windows tweaking companions: http://www.tweakguides.com/TGTC.html
The other guides are worth a look too, though he has stopped doing game tweak guides.