This is a better one,
http://www.sysinternals.com/Utilities/Autoruns.html they also have a lot of other really good utilities.
If you want to do it manually, these are the main ones, but I highly suggest you use autoruns to at least see what are in the other possible places.
Folders
C:\Documents and Settings\userid\Start Menu\Programs\Startup
C:\Documents and Settings\All Users\Start Menu\Programs\Startup
Registry
HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
HKCU\Software\Microsoft\Windows\CurrentVersion\Run
Richard