I'll be interested to hear if things have changed, as I want to be able to do this as well, even in XP .
In XP, moving your data is simple enough. There's a UI option for moving your documents. Just right click on "My Documents" and select "Properties". It's right there on the Target tab. I'll bet Vista can still do this one.
You can move the entire "Documents and Settings" folder. I did this once following instructions I found via Google. I don't recall the process, but I'm sure you can find it. It was hackish to do, but worked fine once you were done. I'd hope Vista would
make this easier, but have no idea.
"Program Files" were much more difficult (read impossible). There's a registry hack that will change it, but this doesn't move the already installed files. Moving them manually is difficult, since you'll have to go and correct everything in the registry and
other places. Not to mention, there's a lot under that that will be "locked" because it's in use and you won't be able to move it any way. What would be needed is some way to specify this in the installation, and again I have no idea if Vista addressed this.
I love the way you can do this sort of thing in Linux and other OSes, and wish we had the ability in Windows. For a truly performant system you want the system on one partition, the swap file on another, the programs on a third and the data on a fourth. (Note
that for real performance those "partitions" are actually separate disks.) Of course, for ease of use you also don't want all those silly drive letters, but want the partitions logically mounted under "the root" (in Windows, I'd settle for the logical mount
under C:, which you can do).