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XP takes (it seems like) forever to shut down.
I don't think that's supposed to be the case. The things that they've done to speed XP's boot shouldn't cause the shutdowns to take longer.
Generally, when one of MS's operating systems is taking more than a few seconds to shut down, it means there's something wrong or misconfigured, there's some sort of network timeout happening, or there's some kind of third party application that's refusing to close. I'd look into troubleshooting it if I were you. Have a scrape 'round the Microsoft Knowledge Base for some of their articles on how to troubleshoot slow shutdowns.