Customization Sites
Wincustomize has a huge collection of skins for WindowsBlinds, WindowsFX and DesktopX, as well as skins for specific applications like WinAmp and CoolPlayer.
http://www.wincustomize.com/
ObjectBar from Stardock is a commercial app containing a number of tools for completely customizing your Windows. It contains apps like DesktopX which lets you download or create your own desktop widgets, like clocks, weather reports, stock quotes.
http://www.stardock.com/products/desktopx/
Stardock also make WindowBlinds for skinning Windows
Even Microsoft has a good tutorial on customizing your Windows style manually at http://www.microsoft.com/WindowsXP/expertzone/columns/sawyer/03june30.asp
