Desktop Sidebar -
http://www.desktopsidebar.com/
Takes a little getting used to. I have almost all the plugins it has loaded by default turned off. I created shortcuts to all my programs I need and put them in a folder and created a "Toolbar" of that folder. Did the same with my games. Mess with it a little and you'll figure it out. For the best less intrusive result in appearance set the Z setting to On Desktop otherwise it'll resize all your windows and always be at the right unless you want it that way of course. There are tons of skins for it too so you can usually find one that matches your windows "theme". There are also additional plugins you can download but I haven't found many that work really good or are worth using.