You are right in that the best way to customize the logon process is to create your own version of GINA.
Another alternative for
Windows XP is to hack the
C:\Windows\System32\logonui.exe file. Make a backup of the
logonui.exe file, then use
Resource Hacker or other resource editors to edit the messages / bitmaps within the file. There is a simple explanation here.
You may want to investigate Windows XP Kiosk Mode. You can enable it by editing the
Registry, go to
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon and edit
Shell, and replace the Value data with something like
iexplore -k http://www.yourcompany.com
Microsoft used to ship Windows Steady State, but unfortunately it is discontinued since July 2008. Here are some alternatives.