Can anyone point me in the right direction for where to start on making a custom desktop like all the amazing ones here, and I suggest maybe making this a sticky, filled with all the different sites to download different programs and wallpapers and such!

The idea of a sticky might be good for places to find the software. However, the ways of making a good looking desktop changes from person to person. Some people use different programs to do the same thing, and having guides for everything would just be tedious (most of it is actually pretty self explanitory).

A good place to start would be in the threads themselves. People often say what programs they use for certain items on their desktops. Once you've got the name of the app, Google is your best friend.

may be this is a good start
http://www.wincustomize.com/

personally its upto personal preferance. you can find alot of good artwork icons and other such customizations on DeviantArt. another little program i like to use is Samurize

I'm using the stylexp and it's pretty cool. You can make your desktop turns into Mac interface.