Rolf:
We've done a limited amount of coloring of controls, like yellow background when data has changed and or red background when invalid. With certain standard Windows schemes, we get some interesting results. The problem is that you might use colors that look very bad with the user selected scheme or even worse, your text can be so close to a Windows color that it disappears. The Windows standard is to allow users to select their own colors, screen resolution, fonts, etc. As much as I dislike many of the thing thats Windows has done, everything that is "different" even if it's "better" may have an impact on a user's willingness to spend money for you software. If you are writing custom software, you can "fix" more things in the standard UI, but if you write shrink-wrapped type software like I have for 15 years, you have to be very aware of what users expect from Windows software.
HTH
Mike