This is my Ultimate, end all guide to making XP look and feel like Vista. This is not a single-option guide, you can customize your machine the way you want it. Do all of this at your own risk, I will not be responsible for any damage done to your machine. Also, I will constantly update this guide if I find anything interesting.
This being a large guide, I broke it up into several sections:
1. Theme and Visual Styles
2. Cursor and Sounds
3. Boot and Logon screens
4. Icons
5. Transparency / Glass
6. Sibebar
7. Wallpapers
8. Screensavers
9. Start Menu and Button
10. Firefox and Explorer
11. Transformation Packs
12. Other Features
Section I: Theme and Visual Styles
There is no one best theme, it's all a matter of opinion. So I will show here what I think the best 10 themes are, but you can always browse through DeviantArt for better Visual Styles. All themes require Uxtheme Multi-Patcher 5.5. If the Uxtheme Patcher says it can't patch it for you because you have "NT" files in your i386 directory, just use this one. Just deselect everything but "Patch Uxtheme.dll". Remember to reboot!
1. DDVista 5.0 by dinghao51
2. iVista by xXPeDrOXx* 
3. Aero 5203 v1.4 by Jemaho
4. Vista Anthracite by Nekh Art Studio*
5. VistaCG 1.41 by spaceqcg
6. Share by spaceqcg
7. AndrexV 2.2 by adrexnet
8. Rista 3.1 by DameonAndMeagan
9. Whista by DameonAndMeagan
10. Another Vista 2.2 by LoonyInmate
11. QueVista 3 by Vyrus956*
* Installer
Section II: Cursor and Sounds
Only installer that I found that works: XP Vista Pack by oddbasket.
I had trouble with this pack, to get it to work, install the pack, install it again, then do a "Repair" install. Thats how it worked for me and my friends.
Also, just cursors (without installer) can be downloaded here.
1. Unzip the zip file to a temporary directory on your HD.
2. Place the "Windows Aero Cursors" directory into C:\Windows\Cursors\.
3. Open up your mouse properties (located inside Control Panel).
4. Go to Pointers tab.
5. Select (None) for a temporary scheme/theme from the list which is at the top of the list in most cases.
6. Browse for the Windows Aero Cursors directory.
7. Start picking the cursors from the Medium folder, once u have the right ones in the right spots, please proceed to step 8.
8. Save the cursor scheme/theme to the name to "Windows Aero Medium".
9. Hit Apply and then OK and enjoy!
Section III: Boot and Logon Screens
StarDock
Boot Screen:
1. Download BootSkins from StarDock (Freeware).
2. Install this Bootskin or browse through WinCustomize for a better one.
Logon Screen:
1. Download LogonStudio from StarDock (Freeware).
2. Install this Logon or browse through WinCustomize for a better one. 
Vista Transformation Pack
VTP 6.0 can also skin you Boot / Logon screens. It can be downloaded here.
Vista Transformation Pack 8.0.1
-Fixed crappy hotfix issue, no more workaround trick required to avoid that
-Ability to save transforming information for later uses and unattended transformation
-Ability to detect the targeted machine and give suggested setup configuration
-Some transformation procedures refinements you should look at like pre-configure on first run, removed obsolete dialogs and msn skin, etc.
-New 3rd-party apps and new version of existing apps
Website
Main Mirror | Mirror 1 | Mirror 2 | Mirror 3
Vista Anthracite
This Installer can change you logon screen as well. Download it here.
Section IV: Icons
Only installer that I found that works: Vista Anthracite by Nekh Art Studio
Note: This installer replaces Shell32.dll, with is the Icon cache, with a modified version. DO NOT delete the Start Menu entry it creates, because that is the only way to restore you icons to their original states if you change your mind later on. This installer can also install a Logon screen and Visual style.
Section V: Transparency and Glass
TaskBar
Transbar is great program that allows you to have a transparent taskbar, and you can set to the level of transparency you want. I recommend setting the transparency above 65% and set it to "Start with Windows" Download Transbar and install it. 
Start Menu
For Transparency on the Start Menu, download and run Y'z Shadow. This also adds transparency to menus, a drop shadow to windows which can be costumized (color, length, direction) and a drop shadow to a taskbar when on top of screen.
Window Borders
Method 1: WindowFX Trial
Download WindowFX trial version (I know...) and Glass Borders. Follow instructions in Zip file. Note, the window borders are actually shadows, so it won;t replace the titlebar, you can't grab them and it won't show when maximized. It may look weird on WMP or other applications, just add them to exception list. When the trail runs out, uninstall WindowFX and reinstall it.
Method 2: Vystal
Use this at your own risk - it's sill beta and slightly unstable, but I see a future for this! Download it here.
Method 3: FastAero
* Very smart blur algorithm with low cpu load.
* Works fast
* Works without any other tools , such as WindowBlinds , StyleXP…
* You don’t need to install any thing or unstall anything. So do the program.
* You can visit : FastAero.wordpress.com for any new updates.
Download
Section VI: Sidebar
Thoosje's Sidebar
Good sidebar, skinnable, good gadgets. Download it here. 
Desktop Sidebar
More like longhorn's sidebar, but very useful. Download it here.
Yahoo! Widgets
Yes, the Yahoo widgets engine has a a way of being a sidebar. The sidebar gadget is the actual sidebar, but it has no gadgets - it's just the sidebar, so you just drag the widgets to the sidebar. I recommend disabling the dragging of the widgets, so you won't accidentally mess everything up.
Download: Widgets Engine, Sidebar, Clock, Slideshow (Included with Engine), Trash, CPU Meter, RSS News Feed.
Section IX: Start Menu and Button
Start Button: Blaero Start Orb
This is what all Vista msstyles lack - a start orb that actually stands out of the taskbar. Having it cut off or shrunk won't really give that Vista look, but this little program will. Just place this over the old button and Voila! I recommend setting it to "Always on top" and "Start with Windows". Download it here.
Start Menu: Vista Start Menu Emulator
Download it here.
Start Menu: ViStart Beta
Part of the VTP project, but can be download separately here. Support transparency, rollover effects, working search feature, very skinnable.
Section X: Firefox and Explorer
Glass Internet and Windows Explorer
That's right - glass! Browser the web and your documents. Only problem is, they can't be maximized or resized. Download it here.
Firefox
Progress Bar
In Windows Vista, the progress bar is in the address bar, so this add-on will do just that. Download here. Use this background image.
The Theme
There are several themes for Firefox to make it look Vista-ish, but there's one I use in XP and Vista - Vista Firefox 2 v0.42
Section XI: Transformation Packs
The more the merrier! Since the recent problem with Bricopacks, that only leaves two in my list
[url=http://www.windowsxlive.net/]
Vista Transformation Pack 6.0[/url]
Vista Anthracite Pack
Section XII: Features
DreamScene
Movie background using VLC player, download it here.
Directions:
Now it's time to simulate the behavior of DreamScene. In this sense, navigate to Settings > Preferences > Interface > Main Interfaces > wxWidgets and simply uncheck the box next to the Taskbar option. This will remove VLC Player from the Windows Taskbar while the application is running, and it will be running extensively. And if you select Settings > Preferences you will also be able to loop a single video fragment. Enjoy!
Live Window previews
Just like in Vista, live thumbnail previews of Windows when hovered over in taskbar. Download Visual Task Tips here.
Hide Logoff / Shutdown text
In Windows Vista, there is no test next to those buttons, so this patch takes them away. Download here.
Explorer Breadcrumbs
Neat little app that can replace the address bar in Explorer. Download it here. 
Vista Styler
Styler
Vista styler
Flip 3D! (7/26/07)
Finnaly, flip 3D for XP in a freeware program - Shock 4Way 3D! Download here.
TrueTransparency (01/01/08) Happy New Year!

TrueTransparency is by far the most stable program that adds glass to yuor windows. Download it here.
My TT themes: Royale Vista II, Glass Apple
Vista Drive Icons
Submitted by Le Marquis
Changes the drive icons shown in Windows "My Computer", to a nearly Vista drive icon, showing the drive's free space with a smooth colored horizontal bar. Download here.