Here are some suggestions:
1. Periodically, defragment your hard drive, and empty your temp folder (C:\Windows\Temp).
2. Run Windows Update regularly, or set it to update automatically.
3. Install an antivirus program, and keep it updated (Norton Antivirus recommended).
4. Scan your system with BOTH Spybot S&D and Adaware to remove any spyware. Next install Spyware Blaster and keep it updated, to prevent spyware from infecting your system.
5. If your ISP offers a spam filter, use it (most do). If you don't mind paying for a spam filter, Cloudmark Spamnet, and Qurb are recommended.
If you're getting tons of spam, change your email address, and only give it to people you know and trust. Sign up for another free email account (hotmail, yahoo, etc), and give it to everyone else. Use it when registering online, or providing to third parties. Check it weekly for legitimate email.
6. Stop pop-ups with Pop-up Stopper's free version, or the free Google Toolbar also has a built in pop up blocker.
7. Avoid tweaks. Unless you're an advanced user looking to squeeze some additional performance out of your system, you're likely to cause more harm than good. Windows XP is an efficient, fast, stable system right out of the box. Most tweaks will only make a benchmark run faster, not make a difference you can "feel".
Final comment, Windows SP2 update will include a pop-up stopper, and address some of the spyware and virus issues, but we won't see any real improvement until the next version of Windows sometime in 2006 (code name Longhorn). In the meantime it's every computer users own responsibility to keep their system running pest free.