Most of the improvements come in the form of the DWM (Desktop Window Manager) and new API set called Windows Presentation Foundation. In Windows XP, nearly all our improvements had to be done by working with a hodgepodge of APIs ranging from GDI, GDI+, DirectX, custom systems, etc. This resulted in software that would work incredibly fast and effective for some people…and horribly for others based on what video card they had, which version of the driver they had.
All fans of OD should look to this thread. It goes into detail the benefits that Vista offers, and also shows some early examples.