Shadows. Also from Lockergnome:

The human eye can see three-dimensional objects because of how light bounces off of the objects and into our eyes. Well, you could apply the same principle to your Windows environment by adding shadows to your open windows, because then your mind would perceive light and the open windows would stand out as if they were three-dimensional. Y’z Shadow for Windows XP does just that, and takes your Windows experience to the third dimension. The application simply adds a slight shadow to every open window and the taskbar. You can change the depth and color of the shadow, which can give your Desktop environment a whole new feel. I decided to give all of my open windows a little neon glow and I must say I think the effect is here to stay.

Update: this looks really cool but man does it slow down window painting. I wonder if it is implemented efficiently using the latest directx/videocard facilities. I wonder if it will be faster on my Radeon 9700 machine at home.