I am new to this and wondering which ones (themes/boot screens) are safe to install if I have XP SP 2?
I am also upgrading to XP Pro on my next computer, so which ones would work?
Thanks.

Any themes and logons should work fine. The only one's you have to be careful about are bootscreens. Don't load up a bootscreen ending in .exe manually. It could be for SP1 and your computer then will not boot.

If you want to use bootscreens, grab LogonUIBootRandomizer as it is SP2 safe. What it does is just pulls the bitmap image out of the old-style .exe bootscreens. It also keeps your original kernel file in your boot.ini, so that in the unlikely event that you load up a bad bootscreen, you can easily reboot and access the Windows boot menu (F8 after the bios POST screen) and select your original boot kernel.

For logons, we recommend LogonLoader. Just google it and you'll find it.

Ok, so I found LogonUIBootRandomizer.
It cant seem to find my original boot screen. How do I set it up to have LogonUIBootRandomizer also show my original boot screen in case I want to go back to it?

That part is automatic. It edits your C:\boot.ini file during install.