All that these tweak proggies do is change values in the registry. Best way to go about doing things is to fire up regedit and make changes manually. That way, you know exactly what you're doing before you make any changes, so you can go back if something goes wrong.
But if you want to choose, X-Setup is the most comprehensive one that you can get. www.xteq.com
yeah netryder i use to do it manually by looking at site like www.tweakxp.com and www.winguide.com to do tweakings, but i been kinda lazy now. I just wanna sit back and let the programs do all the work haha =) well the real truth is that i had just formated my computer and its taking lotta work back to making my sett like b4. O God this gonna kill me.