The Services Management Tool:
Control Panel, Administrative Tools, Services, or
SERVICES.MSC

Disable
. Alerter
. Computer Browser
. Distributed Link Tracking Client
. Error Reporting Service
. Fast User Switching Compatibility: Disable
. Help and Support
. IMAPI CD-Burning COM Service
. Indexing Service
. IPSEC-services
. Messenger
. NetMeeting Remote Desktop Sharing
. Performance Logs and Alerts
. Portable Media Serial Number Service
. QoS RSVP
. Remote Desktop Help Session Manager
. Remote Registry
. Routing and Remote Access
. Security Center
. Server
. Smart Card
. System Restore Service
. Task Scheduler
. Theme's
. Windows Time
. WMI Performance Adapter

. Automatic Updates: Downloading and installing Windows updates. If you think you don't need this service, you can disable it. Remember that the Windows update website doesn't work anymore without this service, since the introduction of Windows XP SP2. I advise to keep it unchanged. To work properly, the Automatic Updates service also needs Background Intelligent Transfer Service, Event Log and the Cryptographics Services.

. Print Spooler: Necessary for printing. If you don't want to have the option to print, you can disable it.

. Remote Access Auto Connection Manager: If you are getting troubles with your internet connection, leave this service on automatic. If you are using a router: disable this service.

. System Event Notification: Almost never used. Leave the service on automatic if you have a network or a portable PC, else disable it.

. Windows Image Acquisition (WIA): This service is used for transferring images from your camera/web cam or scanner. Leave this service on manual if you have one of those devices, else disable the service.

. Windows Installer: Needed for installing MSI setup files. Do not disable this option, else windows updates won't be installed.

. Windows Search (if installed): For indexing and quickly extended searching through (personal) files. If this search feature is not used, it is better to disable it. Remove the shortcut to Windows Search in the folder Startup (Start, All programs) and deactivate the toolbar Windows Search Toolbar (right click the taskbar, sub Toolbars) as well.

. Check the non-Microsoft services, whether they are all needed. The NVIDIA Driver Help Service (switch this service to manual).

Possible other cause of a slow shutting down process of Windows is cleaning the pagefile (if turned on, by default this option is disabled). Disabling cleaning the pagefile is done in the registry: change the DWORD value ClearPageFileAtShutdown to 0.
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\ Control\Session Manager\Memory Management