Here are some freeware programs that are very popular but don't tend to get much news made on them:
CursorXP. www.cursorxp.com. This program takes your Windows mouse cursors to the next level. It's free, no spyware, and very cool.
LogonStudio. www.logonstudio.com. This program lets you change your Windows XP logon screen. It hasn't been updated in a long while but it does the job very well and it's free.
IconDeveloper. www.icondeveloper.com. I use this program all the time to make icons. What it does is let you take images (PNG, JPG, BMP whatever) and quickly turn them into Windows icons. Even works from the Windows shell.