At one point I used to swear everything I was instaling put some icon in the tray or took over extensions without asking. Even the ATI driver install puts a useless icon in the tray. Java seems to pop one in there at random times, McAfee virus scan is a virus unto itself. And those are very "prominent" installs. I stopped using Windows as a primary/desktop/working OS well over a year ago, so I can't rattle everything off the top of my head.

The most annoying for me however were Windows own tray icons. I still don't know how to get rid of the red sheild that appears when you turn off automatic updates.

MPlayer was my video player of choice for Windows. Windows media player is generally a featureless pain in the butt (it was nowhere near as good as QuickTime Player 6 - except QT wouldn't play all the DivX, xvid and other variants).