You should not change configuration options once a system is in production if you do not have to. However, if you do, some will require you to stop and then restart your SQL Server instance. You must take this into account for your availability. Here are the options in SQL Server 2000 that require a stop and restart (when configuring or changing the option if it is already configured):
affinity mask
AWE enabled
C2 audit mode
fill factor
lightweight pooling
locks
max worker threads
media retention
open objects
priority boost
remote access
scan for startup procs
set working size
user connections