You know I have much better results with Firefox on Windows 2000 and XP.
It starts up slower, but everything flash and shockwave (I am part flash developer, and part narnia slots addict) is a little more stable FOR ME. (everyone has an opinion)
Under Firefox pressing CTRL+Shift+Del willl clear the cache. It's not really neccessary though. The thing to remember is to keep plenty of disk space free on the machine. Always at least a gig on the drive that windows uses.
To each their own...
To speed things up big time, hide all your toolbars, and do not install any extra plugins like the google, yahoo, or virus toolbars.