An extra 1 gig of memory works wonders...

I had previously installed Vista on my home machine, which had 1 GB. Vista was neat, and Civ 4 continued to work, so all was well. However, some operations, such as switching users, launching applications cold, and alt+tabbing out of a full screen game, were really slow.  I recently put in another gig (bringing my total to 2 GB), and it made a night and day difference. Even though the machine is 2+ years old, it's now flying.

Moral of the story:
1) page faults really are slow.
2) extra memory may be the best bang-for-the-buck to speed up your computer.