Sometimes you don't need to enable your sharepoint users to create their own sites (MySite in MOSS terminology).
It's not so easy to find how to disable this feature.
Step 1 - Go to Central Administration site and select the SSP (Shared Services Provider) in charge of MySite management.
Step 2 - Select Personalization Services Permissions from the profiles area (MySite is considered to belong to profiles functionalities).
Step 3 - From this page you can select the profile permission for each domain entity (users or groups).
NT Authority\Authenticated Users is the builtin user group which defines all the users which are authenticated in the current domain and Sharepoint will use this to give the create mysite permission (so as default each user which is authenticated and has access to Sharepoint could create and personalize his site).
Step 4 - Just remove Create Personal Site permission and/or Use Personal Features to disable MySite for the users.
If you would like to disable both the permissions you must remove the user group from the previous page (Manage Permissions).
Step 5 - In the same way you could give permissions to some restricted users or group (ie top managers, intranet users or excluding extranet users and so on).