The other bit on the Choices window I haven't covered is for configuring the style of the user interface. This will not concern most people, but border-bigots (like me) have their own preferences and violently dislike applications that do not stick to them.
If you are mad and like the standard RISC OS Style Guide type of icon, select the 'Style guide borders' option. Otherwise, pick 'NewerLook' and choose a colour for the buttons to go when you click on them. I think grey 2 looks best, but if you like the old Impression style you'll prefer orange. Whatever.
Below that you can pick out a font to use in windows (Desktop Hacker uses outline fonts regardless of whether you're running a Wimp that uses them). Two fonts are used: one for normal icons and one for 'data' icons (that is, icons containing changeable information, including writable icons). I think it looks good if the 'data' font is an italic or oblique version of the normal font, but your mileage may vary. You can change the size of both the fonts below.
It is also possible to turn off outline fonts, by picking 'System font' from the menus. Due to restrictions in the Wimp, Desktop Hacker won't switch between using fonts and not using fonts until the next time it is loaded, though.
Running Desktop Hacker