I've got Aero Glass on ClassicShell start menu as well. If you go through the settings you can change the transparency of the taskbar and start menu as well. I'm using a different skin of ClassicShell as well. It doesn't do program title bars though, although you really need Aero glow around the program titles at least, to make it clearer. Seems strange to me that EnableBlurBehind in the registry is still default to 0, I added the key and set it to 1, you can have Aero Glass at least on the taskbar and notification centre without any third party app.
True ! You can come a long way just by tweeking some registry keys indeed ! What I like about thirt party apps that you don't have to go trough al the hussle of finding the right settings by editing and modify single strings in the registry. In total I have payed 7 dollar to get my entire system gui the way I wanted with Aero It is well spend money to support developers with their work