Computer Configuration > Policies > Windows Settings > Security Settings > Local Policies > Security Options
Interactive logon: Do not display last user name - Enabled
Interactive logon: Do not require CTL+ALT+DEL - Disabled
Interactive logon: Message text for users attempting to log on - Text
Interactive logon: Message title for users attempting to log on - Text

User Configuration > Policies > Administrative Templates > Desktop > Desktop > Wallpaper
(User Configuration > Administrative Templates > Desktop > Active Desktop > Active Desktop Wallpaper)
Location: C:\Windows\web\Wallpaper (note Windows Server 2008 does not have them by default)

Turn off system restore - Computer Configuration | Administrative Templates | System | System Restore
Disable Auto Play - Computer Configuration | Administrative Templates | Windows Components | AutoPlay Policies

Change My Computer icon name

Show file extensions for known file types
User Configuration > Preferences > Control Panel Settings > Folder Options
To Set Locally - Regedit > HKCU > Software > Microsoft > Windows > CurrentVersion > Explorer > Advanced - HideFileExt << set to 0

Prevent Taskbar grouping
User Configuration > Policies > Administrative Templates > Start Menu and Taskbar > Prevent grouping of taskbar items
For Local Policy - gpedit.msc User Configuration > Administrative Templates > Start Menu and Taskbar > Prevent grouping of taskbar items