Even with everything set to default, Windows XP was quicker at loading web pages (no matter the browser) than Windows 98.  Outlook Express and Eudora worked better as well.  Everything just seemed to take less time to respond.  But the tweaking urge wouldn't let me leave it at that.

Now to be fair, I can't say with absolute certainty that all of this will help with network / Internet performance.  Parts a through c, for example, are probably better classed as security and privacy tweaks than as speedups.  But here we go anyway:

a)
I think I started by killing off the Messengers, doing it in more ways than I had to, like shooting something long after it's dead (or long after the corpse is gone):
    - Start Menu / Control Panel / Add or Remove Programs / Add/Remove Windows Components / found Windows Messenger / you know the rest
    (this was done after editing sysoc.inf)
    - went to Program Files in Windows Explorer and renamed the Messenger folder to MessengerOFF.  Later I deleted the folder altogether.

I'm sure I did one of these too:
        - Start Menu / Run... / type runDll32 advpack.dll,LaunchINFSection %windir%\INF\msmsgs.inf,BLC.Remove / press ENTER
        - Start Menu / Run... / type rundll32 setupapi,InstallHinfSection BLC.Remove 128 %SystemRoot%\INF\msmsgs.inf / press ENTER

Probably this as well:
    - Start Menu / Run... / Regedit / ENTER
    - Go to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Outlook Express
    - New / DWORD Value / named Hide Messenger / set it to 2 (= remove Messenger)

Over here, The Elder Geek lists a few of these removal options, and then some.

I didn't use this one, though I would have if I'd known of it at the time: Steve Gibson's "Shoot The Messenger" utility.  Here's another one, as if STM weren't enough, it's called WinMessControl.

I would have killed Windows Messenger in Services but I couldn't find it there... gee I wonder why...  something I did?? :)

I doubt it's necessary to use all the methods above, unless you're someone like me who leaves few tweaks unturned... within reason... or something like reason.

b)
    - Start Menu / Control Panel / Network Connections / right click Local Area Connection / Properties
    - Under This connection uses the following items: / removed everything except Internet Protocol (TCP/IP)
    - Clicked Properties for TCP/IP / then Advanced (box in lower right corner)
Clicked the WINS tab / removed the checkmark from LMHOSTS lookup
    - Also put a dot next to Disable NetBIOS over TCP/IP
    - Pressed OK as many times as needed to exit all the panels

c)
Sometimes I'll use one of these to remove third-party branding from Internet Explorer:

    - Start Menu / Run... / type rundll32 iedkcs32.dll,Clear / press ENTER
    - Remove IE/OE Branding with a tool from Doug's Windows Tweaks and Tips

d)
J79zlr's Tips & Tweaks had three Registry edits that gave an extra push to my Internet throughput, though not a big one:
    - disable dns caching
    - faster page loading
    - increase afd buffer

e)
This one involves setting the maximum number of connections (streams or points of entry) to a web server, a tweak that has been known to increase Internet throughput considerably.  I'll quote from an article by PC World columnist Scott Dunn, entitled The Insider's Guide to Fixing Windows:

"...choose Start, Run, type regedit, and press Enter. In the tree pane on the left, navigate to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings. With Internet Settings selected on the left, look for an icon that's labeled MaxConnectionsPer1_0Server and another labeled MaxConnectionsPerServer. If you don't see them, right-click in the right pane and choose New, DWORD Value. Type MaxConnectionsPer1_0Server and press Enter. Right-click a second time and create a DWORD value named MaxConnectionsPerServer. Now double-click MaxConnectionsPer1_0Server. The default value is 4, but since you want to increase this, enter a larger value in the 'Value data' box (use the decimal setting)--say, 8. (Some Web sites recommend a value as high as 20, so feel free to experiment.) Now click OK, double-click MaxConnectionsPerServer, and change the Value data to 4 (the default is 2; some people go as high as 10). Click OK. Exit the Registry..."

e) Another tweak that can make surfing faster is a hosts file, like the one provided and described here at MVPs.org.  If you use one, be aware that a lot of web pages won't look quite as pretty... and some might not work at all... but in most cases, all you'll be losing are banner ads that would otherwise make you wait longer for a page to load, and get in your way once loaded.

f) WinXP News had a link to an app called TCP Optimizer which I tried on Win98 but forgot about until it was pointed out that it could be used with XP.  Nice utility, this one.  You download it and run it, no installation required.

See also:
    - Optimize Your Internet Connection (ExtremeTech)