As promised, let's look at "icon sets, GTK themes, and that oh-so-nifty clock on the right hand margin".
Menu>Desktop>Desktop Icon Switcher
This simple tool presents you with 5 nicely composed icon sets. Switching between them is straightforward. Additional icon sets can be installed through Puppy Package Manager or directly from the net. The Puppy Linux Discussion Forum has a number of lovely sets made by users. Any new themes added get listed in the Switcher utility.
Menu>Desktop>Chtheme GTK Theme Chooser
Cleverly, the appearance of this window reflects the currently highlighted theme. To see another theme in action, just click on it! Like with icons, check out the Package Manager or the Forum for more choices than you'll really need.
Those clever widgets you'll see in Puppy screen shots
All of those are part of the Pwidgets package. This package is found in the Puppy Package Manager under Desktop and is easily installed from there. It installs itself to Menu>Desktop>Pwidgets and offers a wide array of extraneous crap to clutter your desktop with (my screenshot from last post shows analog clock, calender, and local weather).