Just in case no one has ever heard of these, I thought I'd put it out there.
Microsoft PowerToys for XP
Windows powertoys are just some cool applications to help make your windows 1337.
My favorite is Tweak UI. "This PowerToy gives you access to system settings that are not exposed in the Windows XP default user interface, including mouse settings, Explorer settings, taskbar settings, and more."
The thing I always do first is take the little arrow off of my shortcuts. That alone will make your desktop look a lot cleaner.