There's loads of utilities for improving the look of your WB. It depends on your config, but if you're running with a decent poky CPU and a GFX card then I can recommend Birdie, which textures all your WB windows. With matching backdrops this can look quite impressive.
The other prog you can use without a GFX card is VisualPrefs which allows you to change virtually every aspect of the window borders and gadgets etc.