Mmmm, I was waiting for someone to say that :)
Just because a kernel doesn't come with source does not mean you cannot
configure it and/or make it slimmer.
I've tuned Solaris/SunOS/Ultrix & HP-UX kernels. I don't know too many
people who live with a "genvmunix" ... probably the same number who live
with the kernel that comes with RedHat, et al.
Argueably, it is _easier_ to tune Solaris than any of the others, using
/etc/system, which has some advantages and disadvantages over sysctl.
Then there's ndd which is sort of sysctl just for networking bits.
Can't really comment on Win95/WinNT, but through the various control panels,
you can select what it attempts to start at boot. It's much more limited
and I'm not sure how effective it is.
Darren