It was years ago, but from what I remember, windowblinds is pretty hungry.
I don't use it myself, so I can't tell you for sure just now, but I think Windows XP has some rudimentary theme support of its own.
There are a lot of apps, from fairly simple, to complete shell replacements that'll take you a dozen hours to totally sort out as you like them.. most of that stuff is pretty thick with scripting (e.g. Litestep or Samurize), but I don't think you'll have use for that (I stopped there).
Customize.org, deviantart.org, and a few others should serve as pretty good ressource/info hubs for you to start from.
I have a big archive of those type of things, but the drive isn't hooked up at the moment, sorry.