If you're using CGX4, make sure it's the latest version. Others are buggy with 3.9BB2. Be sure your monitor settings are correct in CGXMode as well.
Icons and sounds are a matter of personal preference. Aminet's got a whole bunch to choose from. You might want PowerIcons for PNG compatibility.
For WarpOS, just run the installer. You'll have to do this once for the base system and then again for the last update.