I second the temp files.
And don't be so quick to dis IE, Firefox also stores loads of temp files.
IE can be set to delete them at the program's shutdown, I think FF can as well.
Close ALL attachments BEFORE your close or delete the opened mail.
These get left as files in your temp folders too.
Wipe the page file:
You can download tweakui for XP and set it to wipe the page file at system shutdown.
Set the pagefile at 1.5 times physical RAM. 512mb RAM = 750MB page file.
Set it on a different partition to your system install. eg: Windows on C:, set pagefile on D: and 'unset' the C: pagefile.
Remember to set the D: before you kill the C: pagefile.
Set the minimum and maximum pagefiles size as the same, following the 1.5 rule.
Really, what's 200MB on today's 200GB drives?
The reason for this is that Win starts out with the minimum and WILL use up to the maximum.
Why bother setting a minimum if you are going to limit it anyway? With a fixed size it doesn't need to manage the page file size, just write to it.
Outlook or other mal programs.
Reduce your mailbox. No, not just your inbox, you entire mailbox.
Outlook dies with 1.9GB sized .pst files anyway. Archive before you get to 1GB.
Delete your old sent stuff or archive it to another .pst and CLOSE the pst file by rightclicking the 'Archive Folder' in the folder list and clicking 'close'.
If you have a large mail folde ropen, your system WILL open the database index for it. Larger the file, the bigger the database in memory.
Empty you deleted items folder on exit.
Don't save stuff to your desktop.
Save it to designated areas on your data partition and place a shortcut to that folder on your desktop instead. Windows catalogues all those folders on the desktop and inside those folders at startup.
Turn off unnecessary services:
http://www.tweakxp.com/ has lists of what you need.
Things like the indexing service is a big pain.
Sure it can help you find files, but google's desktop search is leaner and a faster index.