I used to be into WIndows shell mods a few years ago. There are many way to replace Explorer and the windows "theme." You can install alternative shells (like KDE or Gnome in a way) such as lightstep, darkstep, etc... There is a ton of ways to modify Windows, but obviously not as much as Linux.

The composting engines on X are much better than Aero, but Aero does a good job.