Fonts: You can't change them in Mac OS X either. So unless you stick to Windows Classic theme or a Linux desktop I guess you're SOL. I do think that GUI customization has been F'ed up ever since XP introduced it's "visual styles" (and even before that , odd font sizes never worked that well), and would too like some more control over such things, but I think it does look pretty good as is (as does Mac OS X). Both Vista and Mac OS X Tiger have the underpinnings to make adjustable GUI fonts work well, but I don't think this is going to get fully realized in Vista, and Apple is going to beat them to it in Leopard.
Search: I dunno. Search in general was broken in the last build I had (5308), but searching for apps on the start menu worked even then.
Dashboard: If you click on the background of the sidebar it will come to the top. Otherwise, I was going to suggest hitting Win+D to show the desktop, but that hides all the gadgets too. I think that's stupid so I filed a bug asking to leave them visible and/or add a "Show Gadgets" keyboard shortcut. Even though I'm not an official beta tester, they've fixed a couple of the bugs I've filed in the past so we'll see.
Toolbars/Menus:, If they hadn't laid them out pretty good I might be with you but I like what they've done so... Anyways, I see what dragable toolbars and "cool"bars and menus get you on our employees' displays. Toolbars end up in bizarre positions, where they have no idea how they got there and no idea (or willpower to find out) how to put them back. Maybe well designed fixed position toolbars are the way to go (I again note that Mac OS X does this as does GNOME now I think). I will admit to a certain desire to be able to add and remove toolbar buttons however.