One thing I immediately do on a new pc is get it personalized. This includes changing icons and wallpapers, but also resource hacking the run box and hacking the uxtheme.dll to support custom themes.
Today I'll talk about implementing the Watercolor theme I have been using for a year now, and got a lot of mails on where and how to get it.
First you have to modify UXTheme. This used to be something "difficult" but now it's easy. Get the UXTheme Multi-Patcher and run it.
As always, and on the left side of the blog, I'm not responsible if something goes wrong, everything you do is your responsibility.
Normally, according to the page I just linked, this doesn't work on XP SP2 final, but I ran it anyway and it worked. Just make sure you wait for the Windows File Protection box to come up.
Next you get the Watercolor theme, unzip it and run WatercolorLitev211.exe, it'll install the theme and you can select it from the Desktop Configuration control panel. It packs with several colors, I either have it set to Blue or Ergonomic.
Enjoy your sweet new theme :)
A screenshot from a previous posting demonstrating the theme: