You can make your Internet Explorer web browser perform more reliably by streamlining some of the Internet Options.

First, you need to open the Internet Options window.  You can do this by selecting the "Internet Options" item from the "Tools" menu within Internet Explorer.

The home page section is self-explanatory.  If your home page has been hijacked or otherwise goes to an unwanted website, this is where you can change it.  Because I visit so many different websites, I always click the "Use Blank" button so that I don't have a home page.  This makes the web browser load a lot quicker.

The "Temporary Internet Files" section is pretty self explanatory as well.  You can click the "Delete Files" button to delete of your temporary Internet files.  You can click the "Delete Cookies" button to flush out your cookie cache as well.

I adjust these settings to prevent a lot of spyware from easily getting into the computer. In the "Content Zone" section, select the "Internet" icon.  If the "Security level for this zone" section is set to "Custom", click the "Default Level" button.  Adjust the slide bar so that it's set to "Medium".  This will prevent most spyware from being able to install itself into your computer without first prompting you.

This tab will only appear when you have Internet Explorer 6.0 or higher.  I always set the slide bar to medium.  However, I have run into a couple of cases where certain websites that had a lot of interaction (such as online banking websites) didn't perform properly at this privacy setting.  If you set your privacy setting to "Medium" and find that your online banking or other website no longer functions properly, lower this setting to "Low" or "Accept All Cookies" to see if it fixes your problem.

Unless you are in a corporate environment where you are using a proxy server, you should disable all of the LAN settings to get increased performance.  Click on the "LAN Settings" button and the "Local Area Network (LAN) Settings" window will open.  Make sure that all of the check boxes are cleared and then click "OK".

One case I ran into where enabling the proxy server setting actually improved web browsing for some websites is with the AT&T Wireless Internet Service.  If you are using a AT&T Wireless Internet connection, consult your user guide for the correct proxy server setting and you might see some improved performance when visiting certain websites.  It will still work fine if you don't enable the proxy server.

This tab lists a bunch of check box options grouped into several sections.

Browsing Section
     Disable the "Automatically check for Internet Explorer updates" option.
     Enable the "Disable script debugging" option.
     Disable the "Display a notification about every script error" option.
     Disable the "Show friendly HTTP error messages" option.
 

Security Section
     Enable the "Empty Temporary Internet Files folder when browser is closed".