"CustomEyes changes the default Windows look. You can customize every one of your programs and let your ideas end your taste decide. (...) CustomEyes changes most of the programs graphic components : the menus, the buttons, the borders... The whole of these components is described in what is called a skin."
Status: abandoned project, but source code available, on the page and here. Active branch is ShellWM (below).
"eFX lets you change the look of all your windows via easy to make skins. It works on all platforms of Windows including Windows 95, Windows 98 and Windows NT. You can use any of the many pre-made skins or you can make your own, it's not hard at all."
Status: dead. Link points to our archive. Valid solution still, to skin your windows on pre-XP systems.
"Illumination is a real theme system for Win32 (Win95, Win98 and NT4.0). It allows window borders to be customized to take on any look imaginable, even non-rectangular windows become possible."
Status: dead. Link points to our archive (no page anymore), source available.
PocketBlinds is the first free form skinning extension for Windows CE 3.x or later (PocketPC). PocketBlinds allows you to skin the title bar completely and add/position as many buttons as you can fit. Moreover, it is compatible with the WindowBlinds plug-in format allowing users to easily make their own title bar "gadgets" (MP3 players, stock tickers, memory meters, etc.).
Status: on hold (?).
ShellWM is based on the sourcecode of CustomEyes by Didier Abderrahmane. A basic, free and opensource window skinner. Lightweight alternative for XP users.
Status: active, be it not updated often. Still, thé freeware alternative of the moment.