System → Preferences → Appearance to tweak installed themes and create new ones. There's a link there to get more, but there's also
http://gnome-look.org. The ones from gnome.org are easier to install, because they send the "Content-Type: application/x-gnome-theme-package"
header, while gnome-look.org just does plain ol' gzipped tarballs. (Actually gzip vs. bzip vs. raw tarballs might be up to the uploader, I don't know.) You can also save the theme packages, and drag and drop them in the appearance preferences window.
Also, terminology. I think "theme" refers to a packaged deal, which can include window borders, gtk controls, icons, colors, desktop background, maybe more. So the frustrating thing you might find is that you see a theme you like, but it changes your colors and gtk controls, and uses an incomplete icon set, when really all you wanted was the window borders. If you install it, you can do something like revert back to the default Ubuntu theme, click "Customize", and change the window border to the one installed by the theme. This is is probably easier than trying to customize the new theme itself, especially since if you're used to the Ubuntu theme, you'll probably find that your desired look has more in common with it than the new one you just downloaded.
My enhancements are pretty low key. I mute the colors, scale down the font size to 9 to make more use of screen space, and use the SlicknesS window border, which has a smaller footprint than the Human window border.
Something else that's mildly frustrating is that the window borders' colors have almost (completely?) nothing to do with the color scheme. If you think, "Oh I like this, but I'm going to get rid of the insane colors.", you're probably out of luck.