I personally like to use My Documents rather than spewing everything on my desktop.
Pah. I used to do that, a few years ago. Then I got all paranoid about backing up files, while not wanting to duplicate effort and back things up twice (which is kinda the point of backups, but whatever). So I used my desktop as a staging area for all new files, to be placed in more appropriate locations later. "Later" being the next time I conducted a system-wide backup, because I'm OCD like a motherfucker and don't want to move anything out of wherever I originally dropped it. Especially since leaving everything to que up on the desktop makes an interesting, if mildly disturbing, timeline of my activities.
Anyway, my latest desktop. I reformatted lately, and just left the background system-default teal. Since about 2003, I've been using various Sonic the Hedgehog shots and promos for desktop art, for no particular reason beyond them being kinda cool to look at, and I find a new one every other year or so. This was the first time I went looking for one, just on principle.
Just imagine that with a Windows Classic setup and a shitload of image and text files.
Searching DeviantArt for anything "sonic" related yields a lot of awful results, but this at least is clean, spacious, and fairly easy to look at.