One of the first things I noticed after using Ubuntu for a while was how snappy the OS is, especially compared to Windows Vista (which in my experience can't even keep up with its predecessor XP). Then I poked around the Linux forums a little bit and found out that I could work even faster in Ubuntu by changing some default settings, and using a few of the OS's unique keyboard shortcuts.
Start at the beginning by disabling the auto-start Ubuntu apps that you don't need. For example, the ancient laptop I run Ubuntu on has no Bluetooth connection, so I don't need the Bluetooth Manager applet that loads with the OS. To disable this and other unneeded startup programs, click System > Preferences > Sessions, and uncheck the programs you don't use. Other candidates for disabling are the Evolution Alarm Notifier, the Restricted Drivers Manager, Tracker (the search and indexing service), User folders update, and Visual.