There's a couple of different places for you to take a look to for unneeded
files.
1. Temp folders. These are usually "c:\Document and settings\<your
login>\Local Settings\Temp" and c:\WINNT\TEMP. Note that "Local Settings"
folder is hidden and not visible by default.
2. Temporary Internet Files. You can delete them from Internet Explorer
(Tools menu>Internet Options >General tab >"Delete Files..." button)
You can do it manually, or using special utiltity, Cleanup Wizard found in
Start\Programs\Accessories\System Tools. This tool has dozen of cleanup
options for you like uninstalling rarely used software, compressing old
files etc...
3. Driver cache in %systemroot%\Driver Cache\ (%systemroot% is your system
foder, by default it is C:\WINNT\)
4. Service pack uninstall files in %systemroot%\ServicePackFiles folder.
Note that you will be unable to uninstall service pack if you delete those
files.
5. Hotfixes/patches uninstall files. These are %$NtUninstallKBXXXXXX$% and
$NtUninstallQXXXXXX$ folders inside your %systemroot% folder.

I'm sure this list is incomplete, it's just what i can think of right now...

You can also use SequoiaView utility (http://www.win.tue.nl/sequoiaview/ )
to have a quick high level look of which exactly files/folders take most of
your hard drive's space. This utility may be very confusing at first look,
but as soon as you realise a logic behind it, it becomes very useful.

hth,
Al.