Windows XP PowerToys
After searching around the Microsoft website for too long, I finally hopped over to Google and found them instantly.
Says something about Microsoft's site design...
The PowerToys contains a whole bunch of useful utilities for Windows XP. The most useful are probably TweakUI and Open Command Windows Here. Another useful utility is the ClearType Tuner PowerToy if your monitor doesn't work well with the default ClearType settings. (For example, has BGR striping as opposed to RGB striping.)
Anyway, it's a useful collection of tools and I wish it was easier to find.