Litestep is a replacement shell for Windows 9x/NT, which is much more customizable and powerful than the standard Explorer. With Litestep, you can get rid of your start menu, and even entire taskbar altogether. Desktop shortcuts can be much more powerful than before, and a wide variety of plugin modules add to the mix.
I've been using Litestep on my NT box (current screenshot) for a little while and along the way I've been gradually molding my computer into something a lot better (at least, until I install Linux again).
For more information about Litestep, the best place to go to dive in headfirst is FPN, a general news site. It's one of the most constantly updated Litestep info and news sites. For more Litestep news, there's Kove and LS News, which seems to crash my Netscape frequently.