There are several small programs I install on every Windows XP system. They add more functionality or make it look nicer. Here I try to list them with link to their pages so you could also enjoy them.
Royale Theme This will make your WindowsXP look like MediaCenter Edition 2005. It’s a Microsoft software so no theme hacking is needed. If your windows is installed on D: drive, make sure you change it in the software because it will always install to C:\Windows by default.
Zune Theme Sleek black taskbar and bright orange start button. Also from Microsoft so no theme hacking needed again.
Vista Drive Icon This will make your hard drive partitions look like Vista
VisualTask Tips Shows a thumbnail preview image of your running applications when you move your mouse over them on the task bar.
Yz Shadow Creates nice shadow around programs and open windows, like Vista
More to be added later:
3dClip, SpaceSniffer, Defraggler, OEM Info, Cacheman 5.5, RegCompressor 4, DosShellEx, Move-to, Copy-to, doPDF, RegClean, NeroShowRealRecordingSpeed, Unlocker, User Profile Hive Cleaner, WinXP AVI Fix, Sandboxie, XP power toys: Alt-Tab, ImageResizer, ClearType, TweakUI
Please leave comments for anything you might have found very useful so I could complete this list.