Earlier this year, Brian and I recorded a few instructional videos for Citrix, and they've recently been placed on Citrix's Tech Videos website.
Brian's video takes a deep look at CPU & DLL optimization in a video entitled "Optimizing you Application's CPU & Memory Performance." While these topics are advanced, Brian shows that you can take control of your environment at a deeper level by using Citrix CPU Utilization Managment and Memory Optimization Management. You'll probably need a propeller hat for it -- topics covered include in-depth PerfMon analysis, DLL rebasing, and getting the most out of Process Explorer.
My video, entitled "User Environment – Profiles and Group Policy", covers best practices for group policies, folder redirection, and profiles. This video is meant to be a starting point that can be used in most environments, and outlines a framework for a scalable design using out-of-the-box methods. There are also short discussions about Group Policy Preferences (included with Vista SP1 and Windows Server 2008) and Flex Profiles.
These videos (and several others) are available at https://www.citrix.com/techvideos