Actually, I was in the same position not so long ago. I spent a lot of time
looking at the various programs needed to skin your XP desktop--from the
UXtheme patcher to style XP to WindowBlinds.
In the end I went with WindowBlinds. The latest version uses less of system
resources than any of the others and it doesn't modify anything essential to
your system (that was the big one for me) in fact, the XP theme (not the
classic) included with WindowsXP is running on an earlier version of
WindowsBlinds.