It's rather nice and rather useful.
Keep in mind, however, that the Windows XP powertoys aren't compatible with earlier Operating Systems. It does give you some useful features that many people seem to enjoy such as enhanced alt-tabbing, multi-desktop support and more.
As an aside, if you're running Windows XP, try turning on 'cleartype' regardless or not if you're using an LCD. Essentially, what it does is antialias your font characters, making them look that much prettier. =)