The following registry settings are described here:

Prevent the User from Updating the Clock
HKey_Local_Machine\Software\Microsoft\Clock
AppState=dword:0

Enable AppState=dword:1

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Error Reporting Logs
HKEY_LOCAL_MACHINE\System\ErrorReporting\DumpSettings
“DumpEnabled”=dword:0
HKEY_LOCAL_MACHINE\System\ErrorReporting\UploadSettings
“DontUpload”=dword:1
HKEY_LOCAL_MACHINE\System\ErrorReporting\UploadSettings
“ConnectionFlags”=dword:0

Set the dword to 1 to enable logging

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Manage the Applications that run automatically after a Soft Reset

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Shell\Start Items

Add or Remove the registry keys for the applications that you want to run after a soft reset. Not all programs that run after a soft reset because Windows Mobile supports services which are handled separately.

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Change the Out of Memory Reserved

HKey_Local_Machine\System\\OOM
Reserved=dword:500000 decimal
cpLow=dword:00000177
cbLow=dword:00177000
cpVLow=dword:00000040
cbVLow=dword:00020000
cmsWait=dword: <milliseconds>

What the keys mean:

Reserved - Adjust the reserve threshold for the amount of free ram. This setting reduces the amount of free ram that is available to run applications to ensure that the system does not run out of ram.
cpLow + cbLow - The number of free memory pages that will trigger a low memory condition. When memory goes below this level, memory collection occurs.
cmsWait - Number of milliseconds for the operating system waits for an application to close before forcing it.

See Microsoft Out-of-Memory Registry Settings
See How the Windows Mobile 5.0 Shell Handles Low Memory Situations

• Requires a soft reset

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Display legacy control panel applets
View legacy control panel applets such as Voice Command 1.6

HKey_Local_Machine\Security\Shell\StartInfo\
HideSettings=dword:1 (Windows Mobile 6.5 default

HideSettings=dword:0 (Makes legacy control panel applets visible)
Perform a soft reset

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Note: Microsoft, OEMs and carriers do not support end users editing the registry. If you edit the regisry you do so at your own risk!

Also see the following Wiki pages:
Registry
Registry Editors
Specific Registry Settings