Yeah I just upgraded my win2k pro to WinXP pro today. I have noticed an increase in performance. (T-bird 900, 256 pc133, geforce ddr). I'm....not impressed but not disappointed either. 'twas a pain teaking and unistalling and disabling all the BS i don't want running (messenger, system restore, firewall, remote access(i like VNC better), etc).
I think you just need to tweak it out. Get powertoys, turn off menu shadows and pointer shadows, and all that razzle dazzle. (though I don't mind the "XP" blue/green theme)