To tune and tweak Firefox, you should create your own user.js file with some recommended settings. The user.js is just a text file in your profile folder.
Where is your profile folder you ask? Well, that depends on your operating system (OS). Go here to find out where yours is.
In Windows XP -> C:\Documents and Settings\USER\Application Data\Mozilla\Firefox\Profiles\default.###
In Linux -> /home/USER/.mozilla/firefox/....
Redirect your bookmarkt to a specific folder is usefull. I use it to have the same bookmarks when I boor Windows and/or Linux.
Here is an example of user.js for windows
-user_pref("browser.bookmarks.file", "d:\\ifolder\\apps\\Mozilla\\bookmarks.html");
-user_pref("browser.cache.disk.parent_directory","d:\\cache");
more about performance tweaks can be found here or check MozillaZine