I use XPize on both my notebook and PC - makes a nice subtle difference by changing certain icons and animations in XP that aren't in the XP graphical-style. Google XPize and you can learn more. I've used it a few times and it's not caused problems.
As for themes, I use Royal Inspirat Mod on my notebook, and I think the one on my desktop is Vista Inspirat or something similar to that. In any case, it's basically just a black version of the above one.