We've a Sony desktop and two Vaio laptops so I know what you mean ! The screensaver is easily solved - Start/Control Panel/Display/Screen Saver, turn off or select another option.
The pre-installed progs can be removed via Control Panel/Add-Remove programs. However, a word of caution. I used to prefer the third party apps I was familiar with e.g. Easy CD etc but found CD burning seemed to work better with Sony's versions. Sonic Stage is a music management solution (their version of iTunes if you like) and is necessary if you have a Sony mp3 player. If not, delete it.
I'd now be wary of removing anything related to your day to day activities (or future ones) as the pre-installed apps do seem to be optimised to the hardware. If they're not running at start up you've no overhead leaving them on, and can always remove shortcuts if you're looking for a "cleaner" desktop. In other words, they're still there, but not "in your face".
If they've no relevance to your PC use, you could remove them one by one and see how it goes ? I presume you have the Vaio restore discs ? If so you can always go back.
Hope this helps ?