Astounding! Amazing! These are the things I was muttering to myself as I dug into the these archives on the msdn site. Apparantly, there are a lot of great tools available to us for free, direct from Microsoft that others will gladly sell to you in a fancy box.
Take PageDefrag for instance - this tool lets you defragment your page file, your event logs, and your registry. While this isn't necessary in Windows XP (the built-in defrag program does this well), Windows 2000 didn't include this functionality.
Also useful is Diskmon - this tool monitors access to the hard drive, either giving detailed info, or, in the case you don't have a working hard drive light, this will put a hard drive light in the task tray.
This page has an excellent array of utilities for managing system processes and threads - including apps to list processes, and a program to KILL windows applications - good against stubborn viruses.
Autoruns is an application that lists all of the programs that start up automatically when you turn on your computer. This is handy in removing spyware or other undesirable startup programs.