Lots to choose from: http://www.shellcity.net/
I've used litestep in the past.
I'm liking blackbox's ease of use, but there's not many plugins.
I think windowblinds allows you to mod really cool GUI, and if i remember correctly, it can replace your shell.
ill have to go look again
errrrr, windowblinds is a bloated unstable (and often ugly) to change the appearance of your desktop. If you want something sleak and pretty.
One of the first things i install in ever windows install :}
Windowblinds and Style XP aren't shell replacements, guys. They're window themes.