As Graham said the most effective method is to use the MSconfig interface and assess the startup items that are set to run on start up. If you dont recognise the item name, look at the command/location, if you are still unsure try Googling the name to find an explanation. If you are still unsure dont disable that item.
Common ones that you are safe to disbale are things like realplayer, quicktime, iTunes, adobe reader, googletoolbarnotifier, bluetooth items. Basically if you can launch it from the Start menu and you don't need that particular application immediately upon starting then disable it. You get a lot of scheduling and listening services looking for internet updates however most programs will still perform this operation upon starting.
You can also hover your mouse over the icon in the taskbar and try to open their properties menu, from here you can generally set the option to start/not start with windows. You might want to take a system restore point before you make any changes. I would also suggest doing a few at once rather than whoesale just in case you disable something you didnt mean to....
