During the development and test phase of a project, I have to install and uninstall daily program builds for testing, so I'm pretty interested in reducing the amount of time and effort required to uninstall programs. Here's how my uninstallation process evolved:
In the beginning, use Start / Control Panel / Add or Remove Programs.
Spend less time by starting Windows' Add or Remove Programs dialog using the Run dialog by typing Windows+R appwiz.cpl.
Then you might notice that the Windows XP Add or Remove Programs dialog takes up to 30 seconds to start and there's no quick way to find the desired program. It's annoying that the list of programs doesn't scroll when you hit the PageDown and PageUp keys or when you type the first few letters of a program name. (The Vista equivalent, Programs and Features, doesn't have these limitations.)
Finally, using Windows Installer, msiexec, you could uninstall any program if you have the ProductCode. Just create a desktop shortcut with the following string in the Target field:
C:\WINDOWS\system32\msiexec.exe /uninstall <ProductCode>
P.S. You can find the ProductCode of your program using this script.