Limiting our discussion to Windows XP and 2000 and the like, it does run a lot more at startup, if you were used to what the likes of Windows 98 and ME told you in the past. This is partially because 98 & ME hid a lot of information and XP doesn't, and mostly because 2000 and XP are far more sophisticated.
Operating systems these days are far more sophisticated because our needs are more sophisticated, and they have to cope with whatever a new user throws at them so a lot of stuff has to run at startup because it doesn't know what you want to do and has to be able to cope with whatever you throw at it.
That said, if you know what your needs are and what you can switch off, there is a very good guide written by a guy named Black Viper. His site isn't around now, but has been reproduced in lots of places. This is a nice starting point here.