Lars, I know exactly the sorts of delays you're talking about - they've been around in Windows since Windows 95, and I've never found a way to diagnose or get rid of them.
A perfect example is you double-click on a folder and instead of the folder just opening, the system just goes to sleep for a few seconds. Maybe 5 or 8 seconds. And then it continues as if nothing happened. It doesn't always do this, but it does it frequently
enough that it's annoying (and it does it on pretty much every Windows box I use, so it's not hardware or configuration).
Maybe there's some pattern in how we use Windows that exposes this - when it's stuck, the CPU is idle, the disk is idle, there's often lots of free RAM.. what it feels like is there's a lock that's locked and something has to attempt to get it and time out.
Or like it's trying to do a DNS lookup of a nonexistent address and waiting for that to time out.
I'd really love to know what it is - it's the most frustrating thing about using Windows in my experience.