1)  In Windows XP, you can save Backgrounds for all users in the Windows\Web\Wallpaper folder.  They go to the same spot in Vista, but as of today (October of 2008), I haven't been able to place them there.

 

2) There is a really neat utility called BGInfo that displays relevant information about a computer on top of the Background.  It's configurable.  It runs, generates it's bitmap and then closes - meaning that it's not taking up resources all the time.

 

3)  Sites that offer free backgrounds that don't abuse you with popups.  For the moment, there's just one:

4)  Photos I've taken (or have been sent) that you're welcome to use as backgrounds:  (Content not yet available)