To take full advantage of Ubuntu's customization options, you need a few additional tools; CCSM for changing Compiz, and one of the third-party "tweak tools" for Ubuntu: Ubuntu Tweak, Unsettings, or MyUnity. Of the three I'd suggest Ubuntu Tweak, it's the most comprehensive: http://ubuntu-tweak.com/
Frankly, if you're looking for a desktop with the most potential for personalization, Ubuntu would not be my first choice, a KDE-based distro would, followed by MATE/GNOME 2, which all offer more configuration options than locked-down Unity does (can't move Launcher, can't move top panel, Compiz gets crashy when you alter default settings with the Unity Plugin installed, etc etc)
The advice given by alk99 is a good start; docks are one of the easiest ways to change the look and behavior of your desktop. Conky is something else to investigate.
You can find new themes and icons for Ubuntu here: http://gnome-look.org/