You can use the System Configuration Utility (Start - Run - Msconfig - Startup tab). Check for items that you may not want to load at boot. The same can be accessed through registry HKLM\Software\Microsoft\Windows\CurrentVersion\Run.

Tip: Hold down the SHIFT key during the logon process to prevent the operating system from running startup programs or shortcuts

Check for services that load at startup. (Start - Run - services.msc - Select a particular Services and check for Startup type ). A list of Default startup types are given in

http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/sys_srv_default_settings.mspx?mfr=true

BITS can cause delay in loading the other services when a network connection is not available in case of a pending file transfer. Download the following update in that scenerio -

http://www.microsoft.com/downloads/details.aspx?familyid=8771DBBA-58B3-4EC3-B373-AA23F23AD0DF&displaylang=en

Also check for starup type of non-Microsoft services. Start - Run - msconfig - Sevices tab - Check "Hide all Microsoft services". Google individual entry listed there and check if they should be loaded during startup.

For shut down a few details can be checked. Many anti-virus softwares scan for floppy drive during the PC shutdown. This option can be disabled. For Norton -

Start Norton AntiVirus (or Noton System Works)
Click Options.
If you see another menu, click Norton AntiVirus.
In the left pane, click Auto-Protect > Advanced.
In the right pane, uncheck both of the following entries :
Scan all removable media for boot viruses every time it is mounted
Scan floppy disk in A: for boot viruses when shutting down
Click OK.
Exit Norton AntiVirus.

McAfee too has a similar option. Right-click on McAfee icon in system tray - On Access Scan Properties - In "general settings", uncheck "floppy drive during shut down"

Download the following "User Profile Hive Cleanup Service" 

http://www.microsoft.com/downloads/details.aspx?familyid=1B286E6D-8912-4E18-B570-42470E2F3582&displaylang=en

You can either create a shutdown shortcut or batch file to force the windows to shutdown fast.

On desktop create a shortcut - In the target location box, type
C:\Windows\System32\Shutdown.exe -s -f -t 00 and click Next.

Same can also be used for a batch file.

Also can try check by preventing the Windows exit sound from playing

You may also check for Power management options.

Use the Microsoft article if for more related info -

http://support.microsoft.com/?kbid=308029

Regards,