Desktop themes take wallpaper a few steps further. A theme gives you wallpaper, but also customizes all of your windows, menus, and system sounds, as well as your mouse pointer, and more, depending on the theme. Of course after time, many desktop themes can get ferociously annoying. For example, The Simpsons theme is funny at first, but you can only take hearing Bart's voice every time you close an application or window so much before you want to wring his neck.

Download.com offers loads of desktop themes. One of the more popular ones is Moon Goddess, which is trippy in a Luna sort of way, or something like that.

If you want to change your shutdown screen to something more suited to your liking, read this article.