CPU-intensive programs might be noticeably faster on 64-bit. The processor has 16 instead of 8 general purpose registers available which are also twice as wide (64 instead of 32 bits).
Also the number of registers for SSE instructions is doubled from 8 to 16 which helps for multimedia-applications or other applications which do a lot of floating-point computations.
For details see x86-64 on Wikipedia.
One thing that has not been mentioned yet is that 64-bit versions of operating systems such as Windows and Linux use a different calling convention for function calls on 64-bit systems; instead of passing arguments on the stack, arguments are (preferrably) passed in registers, which is in principle faster. So software will be faster because there is less function call overhead.