Thanks to Warp2search for the heads up on this. ZDNet has a nice benchmark comparison between Windows XP final, Windows 2000 & Windows Millennium.
They used among other benchmarks: BAPCo SYSmark, 3DMark 2001, SPECviewperf 6.12.
Overall conclusion: The tests were run on a DELL Inspirion 8100 (P4 1.7 Ghz). Windows XP is on par with Windows 2000 or faster, while Windows Millennium still rules the court in 3DMark 2001 which may be due to unoptimized drivers for XP.