In trying to track down a performance issue, I ended up looking for information on what can have an effect on the performance of x87 and SSE instructions. I found that information incredibly difficult to track down as it tends to be hidden deep inside large Intel PDFs or sometimes mentioned on 3rd party websites without much explanation.
This question is about control words, bits, modes, specific data (eg. denormals), whatever. It is not about memory bandwidth, cache, page tables, alignment or anything else memory related. I'll answer with a basic list of I've found so far but feel free to add more details or new state I'm not aware of.
So far, I've found: