For the titlebars and scrollbars and such, you'll need summat like WindowBlinds for themage. Also for bb skinning you'll want to use a different plugin than comes as default, i believe it's called bbLeanSkin.
There is also a slight trick, sometimes if youre messing with windowblinds themes and re-applying and such, you'll need to turn off bb skins [easily accomplished from the main menu] temporarily, or the other way around, i don't recall exactly, just that there was sometimes a bit of wonkiness.
I found a gorgeous lcars theme for it a while back:
http://dor.nullmind.org/arc/diropuslcars.png
This is no different from Litestep, at least to my experience, i felt rather misled by all the screenshots where Litestep showed themed scrollbars, and never ever mentioned you needed a seperate program for that.
The thing to remember is it's a totally different paradigm from Explorer, with hotkeys or even mouse gestures if youre so inclined you can bind most any function you could need, eg program execution for a slight example. Beyond that there is a fairly comprehensive menu which can be accessed by right-clicking anywhere on the desktop instead of being confined to one start button.
One thing i really liked to use was ctrl-win-p which would toggle all of my plugins off resulting in a perfectly blank clean desktop, nice for things like playing nwn in windowed mode without all that other stuff getting in the way and distracting me. [regarding nwn or morrowind, at least when i was using it, sometimes it was necessary to go through the plugin settings {most have a context menu} and turn off always on top, as this could {understandably} interfere with the window gaining proper focus for rendering speed and such]. That and the skinning thing are relly the only things that were issues for me before i figured out the workarounds [which are really painless and coherent].
As to desktop icons, well, i've always had a very tidy desktop, all my desktop icons in explorer consisted of my computer and then 3 folders i accessed persistantly. There are ways to set up desktop icons and show folder contents even on the desktop, but i never really bothered with that, because it felt superfluous.
If you are so inclined, there are even plugins that allow you to create special objects [which could look like an icon for instance] that would execute commands or certain scripted actions or such at a click, i never did anything with those, as stated previously, however some of the possibilities seem pretty wild.
As to an actual /explorer/ replacement, eg for My Computer and such, to avoid the cumbersome intrusive overhead into such a secular environment, there are a number of quality file manager replacements. My personal favourite was Directory Opus, which allowed among other things multi-pane browsing [think old win3.1 file manager], as well as being able to open up an ftp server in one pane for easy transfers [this was important as i am incessantly moving files to my server].
Also, I can kill you with my brain.