If you're new to desktop customization, start with Windowblinds. There are tons of WB themes available at
www.wincustomize.com (along with cursors, icons, and wallpapers) so just spend a while looking through there and find some things you like.
If you wanna get more into it, you can try downloading some additional programs such as
MobyDock,
Samurize, or
Rainlendar.
If you feel like getting
really hardcore, you can try downloading an alternate shell like
Litestep,
GeoShell, or for the ultra-minimalist,
BlackBox. Personally I prefer BlackBox for a clean, speedy desktop.. but a lot of people find it hard to adjust to.