[JASJAR, XDA Exec, MDA Pro General] SiliconS:
With your .reg files as inspiration I'm just about getting there in the same way. I've written down all the steps and I just run through them. I've done this since I had my XDA2 and it makes a hard reset so much less traumatic:

Hard reset. Wait for Today screen then soft reset.
Connect cable to ActiveSync. Set up guest connection.
Turn off beams, error reporting
Set basic clock accuracy
Copy Step 1 files to root of PPC [These are the CABs for the programs I install]
Run CABs. Leave O2 Connections CAB. Put gps.CAB and PIMAddin onto storage card
Run TRE registry editor. Associate .reg files to TRE
Open the .reg file [This applies my registry settings. See below]
Run O2 connections CAB
Copy all Step 2 files to root of PPC [This adds shortcuts to StorageCard-installed programs to my Start Menu and gives me my freeware email client and PZP icons and profiles]
Run SDK Certs CAB
Run OzVGA. Change all fonts to same size as qVGA
PPC: edit registry: browse to HKLM\ControlPanel\GPS Settings. Delete the DWORD marked "hide"
CPL > Personal > Buttons: match Button 2 to [Task switcher], Button 4 to <Rotate Screen>; Set button lock
CPL > Personal > Menus: ActiveSync, File Explorer, Internet Explorer, nPOPw, Pocket Informant, Task Manager, TomTom Navigator
CPL > Personal > Owner: set owner information
CPL > Personal > Phone: change band to GSM
CPL > Personal > Today: set items to Date, PZP, PocketPlus, PocketBreeze, Messaging; set theme to Windows Default
CPL > System > Clock: Show time on all screens
CPL > System > Regional: Set locale to UK
CPL > Connections > GPS: set program port COM0
Soft reset
Set password for PPC
PC: backup previously sync'ed files folder
PC ActiveSync: delete previous partnership. Don't delete sync'ed files folder
CPL > System > About: Set DeviceID = XDAExec
Connect PPC and PC with cable
Sync only Contacts, Calendar (all), Tasks, Favourites
Sync files. Replace the items on the device
PocketBreeze: import settings
PocketPlus: import settings
PocketInformant: run and let it fanny about
PocketWeather (on PocketBreeze tab): import settings
Run ListPro. Enter registration code
Disconnect from PC
Set up phone speed dials
Set up voicedial tags
Set up ActiveSync via Bluetooth to Workstation
Set up bond to headset
Set up bond to GPS thingy. Choose Serial Port as profile
Start TomTom Navigator. Run through startup.
InternetExplorer: sort out view settings. Set default page to about:blank
Choose Transcriber input method. Import settings file

This is my .reg file that does almost everything I need done in one step:

[HKEY_LOCAL_MACHINE\ControlPanel\GPS Settings]
"Group"=dword:00000002

[HKEY_CURRENT_USER\ControlPanel\Backlight]
"QKeyLedTimeout"=dword:0000001e

[HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client]
"Keyboard Layout"="00000409"
"BitmapPersistCacheSize"=dword:00000001
"BitmapCacheSize"=dword:00000015

[HKEY_LOCAL_MACHINE\System\GDI\GLYPHCACHE]
"limit"=dword:00004000

[HKEY_LOCAL_MACHINE\nls\overrides]
"SSDte"="d/M "

[HKEY_LOCAL_MACHINE\HARDWARE\OEM\KEYBD]
"PieHomePage"="about:blank"

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Shell]
"TBOpt"=hex:\
13,00,00,00

It makes a massive difference using commercial software that has a reliable import/export process for the settings and this, IMHO, is usually the biggest difference between paid-for software and freeware alternatives.