It depends on the type of connection. At the moment I only adjust the maximum allowed half open connections.
If the server has a PPPOE or PPPOA connection, you could adjust the packet size.
I've also seen tools that adjust the RWIN value in the registry. Broadbandreports has a lot of info about it.
Well, there are perhaps no TCP/IP stack settings that would greatly improve everything once and for all.
I reckon the settings may be and should be adjusted if there is a problem or bottleneck in the performance, however the initial settings which the OS comes with are fairly optimal for most environments.