I'm also discovering there are many websites that offer WB skins for download, are there some that are better than others and any I should definitely stay away from?
Some sites wrap their skins with spyware. Wincustomize, Skinartistry, Skinning.net, Skinbase, Deviant Art, are all clean sites. There are many others out there, just be careful of what you are downloading.

Open and inspect all zip files you download. No skins come in exe. format so never download en exe file.