There is no magic 'make it faster' option :)
The only important performance decission during SQL Server instalation is when you choose the default location for user databases, log files and tempdb location. The 'correct' placement depends on the physical layout of your disks. If you get it wrong is not a big issue, as it is fairly easy to change post-install.
After you install the SQL Server you should go into the Local Security Policies and grant to the local group SQLServerMSSQLUser$<machinename>$MSSQLSERVER
the 'Lock Pages in Memory' and 'Perform Volume Maintenance tasks' priviledges. See How to: Enable the Lock Pages in Memory Option (Windows). The first priviledge is required to use AWE (and you should use AWE even on x64 architecture) and the second priviledge is required to perform instant dtabase file initialization and growth. Do not grant these priviledges to the account running the SQL serevr service (as is somehow 'recommended'). Instead grant them to the local adminsitrative group created specifically for this purpose, ie. SQLServerMSSQLUser$<machinename>$MSSQLSERVER
, which will contain the configured service account as a member.
Also when you isntall SQL Server 2005 you need to do an aditional step: press the DVD eject button, put the SQL 2005 DVD into a drawer and replace it with a SQL Server 2008 DVD instead. This will ensure you get a server capable of data page compression which is a huge gain when it comes to performance.
All the other recommendations go to the hardware: buy as much RAM as it can physically fit in the box (all slot occupied with biggest dimms you can find) and buy as many small disks as it fist in the box, as opposed to few big disks. Everything else (CPU type, number of cores, board type etc) are secondary when compared to RAM and disks.