Besides the 3D dock and the half transparent menu bar in Leopard the fact that Stacks are not very customizable is one of the most critiqued aspects of the new Mac OS X. The 3D dock you can easily change using 3rd party software (read here). The menu bar can be changed pretty easily also (using applications like OpaqueMenuBar).
So today I'd like to link to a page that explains how to customize the appearance of your Stacks. A very nice tutorial can be found here with cool Stacks replacement icons also. After you follow the instructions your dock will look like this:
which I definitely prefer to the standard look.