Disable Syncing in ActiveSync, but retain other functions
Here's a cool one I found over at XDA. You do this reg entry on your Windows PC rather than on the phone. It makes your PC treat every WM device you hook up as a "guest" so it doesn't pop up the activesync wizard. It just connects the device in the background allowing you to install apps via the PC if needed and browse the device using the PC like normal. If you do sync things to your PC then you don't want to use this.
I have been flashing a lot of roms lately, so XP would ask me to setup syncing every time because it thought I had a new phone.
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows CE Services]
"GuestOnly"=dword:00000001
XDA Thread -
http://forum.xda-developers.com/showthread.php?t=334193