Yeah, I've tinkered. And still do, from time to time.
I've played around with all sorts of tweaking tools, and sometimes borked my installation, requiring a repair install.
I've removed a lot of the useless software components that seem to ship with Windows, replacing them with light alternatives.
I've cleaned the registry, and borked Windows again.
I've uninstalled software without undoing what it did first, and had to manually clean and remove and change things back to how they should be.
About this time (2 or three years ago) I chose the Avatar you see to the left, as a reminder to not get carried away with blind, full-on experimentation.
I've since been more methodical. An interest in internet security led me to make a few changes from default, to harden the web interface items (where known/possible.)
I've disabled some of the services in line with the recommendations made by
BlackViper. to speed Windows slightly, and improve security. I, like most others, have a maintenance routine, using a few favorite and well-proven tools. I've got XP running about as fast as possible, while still being capable, functional, and secure, and, like anything, that's a compromise, one I'm quite happy with.
My current tinkering is quite limited compared to the experiments I used to try out.