Cron - A Drupal site without crontab correctly set up can still work, and in most cases it will since you don't have any module depending on Cron to work. But if you use a module like Simplenews (for email newsletters) it will definitely need cron. Regardless of what module needs it, it's highly recommended to set up Cron. You can find more information on how to set up cron on the Drupal handbook.
Remove TXT files from root - It's never good to show the world which Drupal version are you running, that's why removing .txt files from the root will hide it. Actually you need to remove all txt files but robots.txt
Remove unused themes - I Drupal 5 I usually remove all folders under /themes but /themes/engines. In Drupal 6 I leave /themes/engines and /themes/garland since it's used for the update page.
Increase PHP Memory limit - Change PHP config file to memory_limit = 32M if you can. If not, it must be on 16M at least. I use 64M to make sure imagecache module works fine.
Turn on Clean URLs - Make sure you upload .htaccess first. If your hosting doesn't support it, get a new hosting.
Check the status page - Some people really ignore how useful this page is. Most modules will report problems or warnings under this page so it's good to have a look at it once in a while. It will remind you to set up a crontab also.

Files folder - Correctly configure the /files or sites sites/default/files folders depending on the version of Drupal you are using. Don't forget you need to also configure the temps folder.
If there's anything I'm missing feel free to let me know.
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