http://www.guru3d.com/index.php?page=rivatuner
If you have an nVidia card, you may be interested in the Rivatuner application. I've been tweaking my 7600GS 256M AGP card and so far have gained about 15-20 fps over the stock game settings.
WARNING: THIS PROGRAM WILL ALLOW YOU TO DO SOME VERY LOW-LEVEL TWEAKS AND COULD RUIN YOUR VIDEO CARD! BE SURE YOU KNOW WHAT YOU'RE DOING! RTFM!
I leave all my stock nVidia Control Panel settings alone and use just the Rivatuner to overclock and tweak my video card ONLY for SH4. That is to say, I created a game profile and use the Rivatuner launcher to start SH4. When SH4 is closed, my video settings return to their "normal" WinXP values. This prevents my video card from running in an overclocked and tweaked mode during normal desktop operation.