Windows suffers a lot from a bad native GUI toolkit, pretty much everyone customizes their application’s look.
It’s specially fun when you have a dark theme and everything looks bright gray.
Microsoft has “recently” released the Windows Presentation Foundation, which is supposed do be the new standard for windows interfaces (much like cocoa vs carbon), however the menus and tool bars don’t follow the standard windows look, so it just makes it easier for everyone to make their own ugly style.
I agree with Steve Jobs, consistency is better than customization.
(Note: Not a mac user, yet)

Only problem with Steve Jobs’ remark is that there’s no consistency on the mac either. Some windows are silver, some are brushed metal, some are dark carbon, some are dark transparent plastic (a lot of Leopard and Snow Leopard dialogs, as well as the new Snow Leopard Quicktime). Even the dock changes from a reflective “floor” to a white outlined block if you snap it anywhere but the bottom of the screen. So really, there isn’t much consistency on the mac side either.

(Note: A mac user)

Hum, everytime i used a mac after Leopard, everything looked right.
The main windows all have a very similar look.
The only that change color are the dialogs as you say (not an issue).
Quicktime i sort of understand why they did it, people like 'bling’ in their video players nowadays.
The dock is the dock, it’s not a consistency problem, it would look pretty bad to have the reflective “FLOOR” on the sides.

umm, yeah, ok, funny thing, back in the day I use to run a few shell replacements on windows.

Talisman desktop(great for media and kiosk type setups!!!)

blackbox for windows

aston shell

and the every popular litestep

http://en.wikipedia.org/wiki/Windows_shell_replacement

you should add the above link to the TM ;)