There is a huge variety of cusotmization options out there now. Thousands and thousands of skins. But even now, the most common thing to be found on a "skinning" site is typically a wallpaper.
On every major Windows customization site wallpapers were the most common. Even here where they are moderated heavily.
What is interesting is that different sites have successfully catered to different groups of users.
Here are the stats (rough estimates)
Skinbase
Skins: ~3300
Walls: 2038
Other: ~200
Wall to skin ratio: 0.6 walls to every skin
WinCustomize
Skins: ~6150
Walls: 2129
Other: ~750
Wall to skin ratio: 0.34
deviantART
Skins: ~11,400
Walls: ~105,000
Other: ~433,300
Wall to skin ratio: 9.2 walls to every skin
DeskMod
Skins: ~2700
Walls: 6814
Other: ~2900
Wall to skin ratio: 2.5 walls for every skin
Dominant Skins:
deviantART: Winamp (24% of skins), WindowBlinds (7% of skins)
Skinbase: Winamp (9% of skins), WindowBlinds (9% of skins)
WinCustomize: WindowBlinds (31% of skins), DesktopX (23% of skins)
Deskmod: Winamp (25% of skins), WindowBlinds (4% of skins).
So on the 4 surveyed sites, WinAmp was the most popular skinnable program on 3 of them and WindowBlinds the second most populra on 3 of them. Not suprisingly on the 4th site (this one) WindowBlinds was #1 since this is the official site for it and DesktopX was #2 (also the official site for DesktopX).
I don't know what conclusions to draw from this other than the obvious fact that as popular as skins are, wallpapers really rule the day. I haven't done any work on looking at download counts yet to see what is the most popular with users but clearly we can see what's the most popular with artists.