Rainmeter is a pretty interesting application for Windows. It displays customizable skins on your desktop that can contain all sorts of data. Clocks, weather, to-do lists, systems status – the list is almost endless. You can see a few I have running on my desktop in this post.
There are some large archives of pro-made skins, here are just a few:
As you can tell, there are hundreds, if not thousands to choose from. The sky is the limit. These items are displayed on top of your wallpaper, but their transparent elements let it show through, so they blend in very well. They also allow for their transparency to be set globally, so one that might be too distracting can be “dimmed” to be less obvious. Finally, they can be set to float above or below windows so they don’t get in the way or are always there when you want them to be. It’s a very well thought out system.
Rainmeter is free.