WindowBlinds offers the most comprehensive way you'll find to bend Windows to your will. You can customize your operating system in every way imaginable, from the look of buttons and check boxes, to color schemes, 3D effects, icons and far more. It's skinnable, with many skins available, and you can also build skins of your own.
DesktopX, from the same author as WindowBlinds, goes beyond that program and lets you add special objects to your desktop, such as a calendar or MP3 player. These objects don't just look pretty, they're active components. You can build your own customized desktop from many components.