Well, i dont agree with the people who say that windows dont need one.
The registry from windows is overloaded by software key's from software houses who dont remove all the key's when you uninstall their software. Microsoft them selfs dont remove all the entries that unnecessary from old updates ether. So if you dont clean your registry you will be old and demented before your computer has finally started up.
What i recommend is Revo Uninstaller, to uninstall software, because that one searches for left overs in the registry and files. It works very good. You can download it free from www.download.com
To clean the registry and remove errors in the registry a good product is System Mechanics from www.iolo.com. That one is also an anti virus. It cost $30 a year but so far i didnt had any blue screens anymore sins i used iolo. My computers became way more stable with it.
A problem i have with Internet Explorer is that it doesnt clean the history when you check mark in options that you want the history to be cleaned when you close your browser. So that is for me not a good browser. An other problem from windows is that the pagefile.sys stays constantly and keeps the information that is stored in it. Also viruses that are stored in it.
The problem from Microsoft is that it provides a platform for the spyware from governments and with that also for hackers. Not questioning if a government is reliable or corrupted to the bone.
But the best witness from all the **** is well the endless amount of updates that you get when you need to reinstall windows when you need a new harddisk. Really, you dont want to reinstall windows, not even when it is to the last cores poised with virusses....DONT! reinstall windows because it needs at least one day to download, install and update all the updates. And after all the updates, your hard-disks are filled with 20gig, just for the operating system, and your computer is slow as **** is with extinguish the fire.