CacheMan do this for you. I have seen some very beautiful designs. But all off those sounds and animated cursors are eating up processor time and memory. Wallpapers slow down your screen redraws and also use memory. Sound events may also crash your computer every once in a while.
Screen savers are superfluous on modern monitors, they are just for fun.
To make this easier for you, I have made a clean desktop theme . Right click on the 'no.theme' file and select 'Install theme'. This removes your wallpaper, sounds, cursors, screen saver. To get rid of logos you'll have to edit your 'msdos.sys' file, a hidden file in the root. You can also use George Lewe's Boot95 utility to do this.