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
Windowblinds and Style XP aren't shell replacements, guys. They're window themes.