To the best of my knowledge, there is only one program that comes close to what you are describing, and that would be 'StyleXP'.
If I understand correctly, this program still overwrites the 'uxtheme.dll' file with a modified (a.k.a. - hacked) version of the file, which allows the application of skins made by a 'builder' program for 'StyleXP'.
Here's the rub; if you uninstall 'StyleXP', you usually receive a message from Windows that you will need the XP installation CD to repair some system files.
I believe that 'vStyler' is a proficient skinner for the 'StyleXP' program and may be able to give more detail on possible issues that may occur with the various skin authors' skins.
WindowBlinds uses it's own '.dll' file to apply skins, so it does not affect the 'uxtheme.dll' file included with Windows XP. From the standpoint of being able to remove a skinning program and have your system unaffected, this is currently the best program on the market.
Note - I am not an expert by any means on 'StyleXP', so the designers may have changed the way they handle working with the 'uxtheme.dll' file to alleviate the issues that are caused by hacking that file.
Note #2 - the current version of WindowBlinds 5.5 allows you to disable the notification area icon for WindowBlinds. I believe this only leaves a couple of '.dll' files active for skinning. This should not present much of an issue. The only issue that you may experience is the use of 'hardware acceleration' by WindowBlinds where it attempts to use the functions of your video card to incorporate itself with the explorer shell. If you have a lower end card, or older integrated video, then the performance may not be to your liking.
Hopefully someone else will chime in on possible options. 