"How do people get their desktops to look like: http://art.gnome.org/screenshots/26.php
(Transparency, multiple panels, neat tools that show memory usage and all that)."
To add panels you just right-click on an existing panel and select "New Panel".
To add the memory usage tool (called a gdesklet in this context), right click on the panel you want to add it to, go to "Add to Panel", go to "Utility", and click on "System Monitor".
For transparency, right-click on the panel and click on "Properties". Select the "Background" tab, selct "Solid Color", pick a color, then where it says style move the slider bar to the level you want.
The "Menu Bar" launcher that you can add to the panel doesn't seem to be able to change to any color other than what the theme defaults to, so it's easier to not use it and instead use the "Main Menu" launcher at first.