SQL Server Configuration Settings to Boost Performance

To Know about
Affinity Mask
Lightweight Pooling
Max Async IO
Max Worker Thread
Memory
Priority Boost
Set Working Set Size
How to determine proper SQL Server configuration settings

Do not create more databases since SQL Server need to allocate fixed memory for each database, so there may not be enough virtual memory when you have a large number of databases in SQL Server

A description of the 4 GB RAM Tuning feature and the Physical Address Extension parameter

How to adjust memory usage by using configuration options in SQL Server

awe enabled Option

Setting Server Configuration Options in SQL 2005

How to configure SQL Server to use more than 2 GB of physical memory

Operating Systems and PAE Support

Videos:
Christian Bolton on Understanding memory architecture and how SQL Server uses it can help a great deal with how you approach performance troubleshooting or setup a new SQL Server