Like icons, the borders and buttons around your windows really impact on the overall impression of your screen. The window borders are controlled by the window manager. To clarify, Gnome is not the window manager, but the desktop environment. There are many window managers that work well with Gnome, but most likely your distribution is using Metacity (the bundled window manager) or Compiz-Fusion for effects like the desktop cube. Many distros, like Ubuntu and Fedora, install both. Both of these offer many themes that are simple to install.
Switching between the two window managers is simple in Ubuntu. In the Appearance preferences, select the Visual Effects tab. Metacity is being used if the top option, "None," is selected. To change to Compiz-Fusion, select one of the other options. Some graphic cards may need additional drivers installed to use the effects offered in Compiz-Fusion. By default Compiz-Fusion uses the gtk-window-decorator. This is also what Metacity uses, so your Metacity themes will work the same with Compiz-Fusion.
Emerald is another decorator for Compiz-Fusion. To install it, search for "Emerald" in your package manager. Make sure your manager also installs libemeraldengine0.
In Compiz-Fusion, the gtk-window-decorator is used by default. To use Emerald instead, in a terminal type: emerald --replace. To switch back to the default decorator, type: gtk-window-decorator --replace. This switch is only for testing. To make the change permanent you have to edit a config file. It depends on your system for which file to edit, but both files are in /usr/bin.
For Fedora, edit the file named "compiz-manager."
On my Ubuntu 8.10, I had to instead edit file "compiz-decorator." First, open it up with root access then locate the line USE_EMERALD="no" and change "no" to "yes."
You may have to restart your session before seeing changes.