If you find yourself continually performing the same tasks when creating a new umbraco site then you should consider creating an umbraco package. As the name suggests an umbraco package allows you to group all your umbraco files together so they can be easily installed on a new umbraco site.
Step One
Creating a package in umbraco is quite easy. First go to the developer section in umbraco and right click the 'Created packages' node and enter the new package name.

Step Two
Enter the package properties (the real fun is on the next three tabs)

Step Three
Next go to the package contents screen and select any content, document types, templates etc... that you would like included in your package.

Step Four
The 'Package Files' tab allows you to add assemblies, images and scripts to your package.

Step Five
The final step is to add any package actions that your package requires. There is a good guide to package actions that can be found here.

Finally...
Now all that is left to do is to publish your package and upload it to our.umbraco.org for the community to share (after testing of course!).
Great post. When you can't find a package acton out of the box it's nice to know that there is also a Community Contrib project on codeplex (http://packageactioncontrib.codeplex.com/) and documentation can be found at http://our.umbraco.org/wiki/reference/packaging/package-actions/community-made-package-actions
Cheers,
Richard
Some really nice posts here, you should get the rss feed back up so your blog can be added to the umbraco blog yahoo pipe