Head on over to the Startup tab. This area lists everything in your Startup folder, plus any programs that are invoked through the registry. Programs that you install often like to surreptitiously drop icons into the Startup group, or add references in the registry, causing TSRs or modules to execute when Windows starts. Such nuisances not only add to the system's startup time, but they also eat up system resources resulting in a performance hit. Adding insult to this injury is the fact that nearly every program that has the audacity to kludge up your boot process with preloaded applets will run just fine without those little modules running in the background; in most cases, all they do is shove bits of the offending programs into memory which speeds up the execution of said offending programs--at the cost of your other programs' performance.
Some of the denizens of the Run and RunServices keys are:
SchedulingAgent or mstask.exe: This is Windows task scheduler, which can be used to automate repetitive tasks such as running Scandisk or Defrag. It also takes a bit of memory, so disable it if you can remember to perform system maintenance on your own.
SystemTray or SysTray.exe: This program activates the little icon bar on the lower right-hand side of the desktop, next to the clock. Hardware drivers and software programs use it to display status icons. This is one of the only applets you should leave alone.
Scanreg.exe: The system registry checker scans the registry each time your system boots up and backs up a number of system files. While there are instances that such backups are helpful, it's rare that they can save you from a serious crash. Back up your critical data files regularly on removable media, and disable the registry checker.
*StateMgr: New in Windows Me, this program is part of the System Restore utility. It periodically creates restore points, saving the overall state of your PC, so that if a critical file or driver gets hosed and screws up the system, you can restore it to an earlier, working state. Feel free to disable it, provided you back your data up regularly.
LoadPowerProfile: This applet restores the state of the PC's power saving options, which can be adjusted via the Control Panel.
You'll probably also find all kinds of programs that control goodies like controller profiling applets, download agents, bits and pieces office suites, financial programs, ISP junk, and so on. Disable as much of it as you wish; if it turns out you really miss a certain applet, or that one of your devices quits working, you can always fire up the System Configuration Utility and restore the affected startup item.
The first time you reboot after you've used the System Configuration Utility to eliminate background programs, a dialog box will appear warning you that you've, well, used the System Configuration Utility to eliminate background programs. It has a handy check box labeled "Don't show this dialog again."
You can tell just how clean your system's background memory is clean by initiating the three fingered salute (pressing CRTL-ALT-DEL). When the Close Program dialog appears, the only items that should be listed are Systray and Explorer. Anything else that appears in the dialog is running in the background, utilizing memory and CPU cycles.