Audiophile Question - Normalize Audio

I was wondering if any of the audio experts here had some tips on normalizing sound files (particularly WAV).  Any tips for settings or programs to use?

Thanks in Advance.

A little program called GoldWave works wonders for me.  It's only a single-track program, but all the basic functions are there, including normalizing.

I always use Cool Edit Pro 2, and it works excellently. I'm just not sure if it's Windows Vista / Windows 7 compatible.