I have always had a sneaking suspicion that my keyboard repeat rate and repeat delay settings were a little too slow for my taste. Windows only lets to you increase the values in a fixed range but with a registry change, you can adjust as you please.
Play around with AutoRepeatDelay and AutoRepeatRate, these are the settings that work for me.
Don’t set the AutoRepeatDelay too fast, it will make it so that when you type letters they are repeated immediately. Makes it really hard to type your password :)