I think its cause of the way the OS cores are programmed. Win9x is targeted at the home, so stability is sacrificed for speed.
Win2k seems to be another beast entirely. Microsoft didnt target it as a speed demon, and more for businesses so keeping the pc up and running outweighed the need to have the fastest OS. However, Inferno2000 just posted a score in the mid 7000's. I think he's running Win2k.
I tweak the swap file, overclock, use X-setup's enhancements like enabling ata66 under win2k, some cache settings.
This might seem obvious but, do you defrag your hard drive?