Some useful registry keys

Vista:

Disable User Account Control (UAC):
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\System
"EnableLUA" = "0"

Disable DEP:
Run: "bcdedit /set nx alwaysoff"

Enable RDP:
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Control\Terminal Server
"fDenyTSConnections" = "0"

XP:
Disable "Show Hidden Files and Folders":
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced
"Hidden" = "2"

Restore the Prompt to save passwords in IE:
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main
"FormSuggest PW Ask" = "yes"

Enable Password Caching (IE):
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
"DisablePasswordCaching" = "0"

Disable "Shift Override":
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
"ShiftOveride" = "1"

Disable Password Caching in Internet Explorer:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"DisablePasswordCaching" = "1"

Disable 'Control Panel' items:
HKEY_CURRENT_USER\Control Panel\don't load

Windows Firewall:
"firewall.cpl" = "No"

Windows LiveUpdate Control Panel Module:
"S32LUCP1.cpl" = "No"

Windows Security:
"wscui.cpl" = "No"

Windows Automatic Updates:
"wuaucpl.cpl" = "No"

Enable RDP:
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Control\Terminal Server
"fDenyTSConnections" = "0"

netsh firewall set service remoteadmin enable
netsh firewall set service remotedesktop enable