***This was originally written about CF 4.5, but it's a good list of troublespots for most any version of CF***
There's a number of things that makes 4.5 go nuts. First, I always set up 4.5 to stop/start the cf services (cycle.bat), every few days at a low traffic time.
Check your mail spool directory for a corrupt email. (This has bitten me more than once!) Move all the files in the directory to a different directory and look at each file. If it looks OK move it back to the spool directory. If it's corrupt (ie...zero byte email) delete it.
CFFile has a habit of hogging CPU and memory, so if there are lots of large cffile operations, you'll need to find some way of staggering them.
Verity can be an absolute pain in the arse, and is often responsible for 100% CPU usage. If a verity collection is corrupt, cpu will go 100% every time there's any type of search or index operation. Try testing each collection one by one. If any one knacks the server, don't try repairing...just delete it and recreate. As a health thing, repair and optimise collections on a regular basis. Also you need to lock the collection whenever there's an indexing operation, otherwise you can get searches run on it at the same time as its updating, which is never a wonderful thing.
Log files... if they're big, archive them off and purge them.
Obviously the client variables storage should never be registry, but you couldn't use that if you're clustering anyway.
This isn't a complete list, but it's some of the more common things I've run across.