I don't know if things are any different on Vista, but on XP there was no other way than to use WB or ShellWM or to manually reshack each
application you want to remove the icons on. This would be a very tedious exercise and I wouldn't recommend it.
For firefox and Thunderbird there's an easier way than reshacking (http://www.mozilla.org/support/firefox/tips#app_icon
), just follow the instructions there and use a transparent icon for replacement. A similar way also exists for certain other apps including uTorrent (change main.ico in %appdata%/uTorrent/ ) but this is very app specific.
What happened to Windowblinds? Did the trial end?