If File Sharing starts slowly on cold mornings, try deleting the AppleShare PDS file that lives at the root level on each shared volume. Jon Pugh <email@example.com> posted this tip on Info-Mac, saying that it took File Sharing about an hour to start up on his PowerBook, and after deleting the file, it took less than a minute. My Mac always seemed to start slowly as well, so I used ResEdit to make the AppleShare PDS files on all my volumes visible (at which point you can see the snazzy killer rabbit icon), trashed them, and then rebooted. I presume that File Sharing rebuilt them on the subsequent reboot, and File Sharing starts up much faster now. You will lose all your sharing preferences, but since I have nothing fancy set up, it wasn't a problem for me. (I just log in to my SE/30's volumes from the PowerBook as the owner, which allows me to avoid setting up sharing for each individual volume. I once heard that using the Finder's Sharing menu item to share the disks, which lets you share specific folders and set more specific privileges, exacts a small performance hit.)
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Encrypted Screen Sharing in Snow Leopard
In Snow Leopard, screen sharing in iChat can now be encrypted if both parties sharing a screen have MobileMe accounts and have enabled encryption (iChat > Preferences > Accounts > Security).