I haven't tried it out to see if it works yet, but it looks promising: User Profile Hive Cleanup Service
is a free utility from Microsoft that's supposed to speed up Windows XP shutdown times considerably. The article at IntelliAdmin says the biggest culprit for slow shutdowns "is a problem unloading the current user's profile," and what the User Profile Hive Cleanup Service does is in the background and cleans up user profiles automatically. I'm not convinced that it will reduce my ~1.5 minute shutdowns to a few seconds, but every little bit helps. Oh, and FYI, after you've installed the app you'll have to reboot once before it will kick in.