How to make it blindingly obvious which window is active
Are you looking for more granularity than this?
For Windows 10
I found this question while googling for this same issue on windows 10 and wanted to log my answer for others like me (even though this question was originally about winxp) :
open "Settings" app
-> "Personalization" tile
-> sidebar: "Colors"
-> scroll to "More options"
-> "Show accent color on the following surfaces"
-> check the box next to "Title bars"
Now the focused window will have a coloured title bar, and the other windows will have a white title bar.
Beware: this doesn't work on programs that don't use the windows color settings (spotify comes to mind) but as long as they're the exception and not the rule that shouldn't be an issue.
Check out this AutoHotKey script.