Windows XP has been out for a LONG time (since '03 I think) and as such, there are a good deal of things out there for it. If you don't mind a 2d UI you can always modify your Windows Classic theme. OR look below.
Unfortunately, I cannot provide screenshots because I use Windows 7. But at one time I had Windows XP,and I hated the default look. A lot.
Well The new look of XP WAS great when it came out, it was the best thing to ever hit the market. but its been out for over six years, so it has gotten old. You need UX Multi Patcher. I don't have a Screen shot for you though. Download, Extract, Patch, Restart. Simple, eh?
I should PROBABLY warn you that you use this at your own risk. As far as I know, this is not a virus or anything, but I believe it won't work right if you have certain service packs installed. It's best to read up on it before using it.
Next, You'll need some themes. Here is a good place to start looking. You can find many on Deviant Art.
Most themes and theme packs come with installers. Makes it easier on you.
Just right click your desktop, click Properties, then click the Theme tab.
Select the new theme, and you are set.
The Windows XP Welcome screen was also a MAJOR advancement back in the day. It was TOP OF THE LINE CUTTING EDGE stuff. (lol) Anyways, If you are like me, you get bored with that quickly too. Well, YOU are in luck. There is a program called Logon Loader XP that lets you change the logon screen. I actually created a few myself. See this page.
Basically install then select a logon.
That is pretty self explanatory.