optimization

I'm running MySQL 5.0.19 (windows), and running mostly well, but in
some cases seems too slow. I've been optimizing SQL as much as
possible, indexing important fields, using OPTIMIZE TABLE to clear out
deleted records, etc. I would also like to adjust the my.ini settings
to make sure things are set there to be as optimal as possible. My
question is, when I look at the statistics in SHOW STATUS, is there any
guide for what to look for as far as what's running optimally or needs
improvement? I'm connecting to MySQL from ColdFusion.