When I try to shut down, reboot, suspend, or hibernate my laptop, it sits and thrashes, often for minutes, before giving me the "Turn Off Computer" window. (I'm running Windows XP Pro, and I'm referring to the window that pops up when you do Start Menu -> Turn Off Computer.)...It turns out that the thing that was causing the thrashing pre shutdown was that Windows was scanning my whole recycling bin before showing me the window. I'm not quite sure why - I guess there are certain events that cause it to go and check that the recycle bin isn't occupying more space than it should, and shutdown is one of those.
I've often noticed a considerable delay between picking "Shut down" off the menu and actually seeing the damn menu appear. Really annoying. So today I tried emptying my Recycle Bin, and sure enough, the response became almost instantaneous. Sweet!