Check to see if you have active virus scanning enabled. It's good when you're surfing the **** to have it on to keep the e-bugs away, but it severely hinders the flow of inbound packets since it will scan every single one before allowing it into your system.
Find an online memory tester and run it on your computer to make sure that all of your RAM is working correctly.
When's the last time you defragged your harddrive? If it's been a while, do it. It'll probably take several hours to complete, but it's worth it.
Kill any background processes that you don't need running. Hit CTRL-ALT-DELETE, click on the Processes tab and sort by User Name. Do a google search for all the ones that have your name under it. You should be able to find information out about each one and many of the program identifier websites out there will tell you if it's actually needed or not. What ever you do, don't kill explorer.exe or taskmgr.exe. Killing those will kill your computer and you'll need to do a hard reboot.
Make sure you do an occasional virus scan, even if you have active virus scanning. Use multiple programs since some programs will catch some bugs and miss others, while another program may catch it. Spybot, AdAware, etc.