The Aero interface utilizes a cool transparency effect for the borders of your windows. Unfortunately, the effect is lost once the window is maximized. If you want to enjoy the transparency effect regardless of the size of your window, follow this tech-recipe.
You will need to download and excellent piece of freeware called VistaGlazz.
Install VistaGlazz. A shortcut icon will be placed on the desktop. Right-click the shortcut and select Run as administrator. Continue through the UAC prompt.
The first thing VistaGlazz does is to patch the necessary system DLLs (it makes a copy of the original DLL files so that you can restore your system to its original state). Once done, you will need to reboot your computer.
When your system comes back up, run VistaGlazz again (run as administrator like you did before). This time, it will need to replace the Style file (again, it makes a copy for easy restoration).
After the installation process has finished, you can maximize your windows and still keep the transparency of the borders.
In addition, your Vista system can now utilize custom themes like those found at DeviantArt.