Black Viper has a pretty comprehensive list of what the services are, and what can be (reasonably) safely turned off.
Other than that, as others have said, turn off every bit of eye candy, get hold of a tweaking tool, that allows you to adjust some 'hidden' settings and read up on
TweakXP to get the lowdown on what really works and what, err, don't.
It's all moot to me tho', XP is still far too resource hungry IMHO. I'll stick with W2K.
-john