Have plenty of RAM - at least 1GB for XP and 2GB for Vista.

Use the built-in Windows maintenance tools (e.g. Disk Cleanup, Disk Defragmenter, Disk Error-checking).

Don't let the drive where Windows is installed have less than 10% free space.  If it falls below that, it's time to start uninstalling programs or moving data.

If you use Internet Explorer, delete cookies and history on a regular basis. Configure Internet Explorer for 256MB of temporary files and also configure it to empty temporary files when the browser is closed.

Make sure to stay current with Windows updates.

Uninstall any software that is not used.  Do this properly through Add or Remove Programs.

Don't install any unnecessary hardware or software.

Reboot the computer on a regular basis.

Keep all vents clear of obstructions.  Check fans regularly to verify that they are functioning correctly and replace any that are not.

Follow the tips under my Malware section.

Stay away from any "registry cleaner" type programs.  All it takes is one incorrect registry "clean up" and your system could be damaged beyond repair.